+55.4%
FCX vs FIVN
-82.9%
+138.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.5% |
| 7D | -0.3% | -2.8% | +2.5% | +0.2% |
| 30D | -14.7% | -17.4% | +2.7% | -12.4% |
| 3M | -11.2% | -19.2% | +8.0% | -8.9% |
| 6M | -11.4% | +29.4% | -40.7% | -17.9% |
| YTD | +17.7% | +36.3% | -18.5% | +5.2% |
| 1Y | +47.5% | +33.5% | +14.0% | +32.2% |
| 3Y | +83.9% | -56.8% | +140.7% | +101.8% |
| All | +55.4% | -82.9% | +138.3% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling