+134.6%
FCX vs FIVN
-82.0%
+216.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.1% |
| 7D | +3.1% | -9.6% | +12.7% | +4.7% |
| 30D | +8.1% | -11.9% | +20.0% | +10.1% |
| 3M | +18.9% | +40.1% | -21.1% | +10.5% |
| 6M | +26.6% | +68.3% | -41.7% | +11.2% |
| YTD | +51.2% | +51.5% | -0.3% | +34.4% |
| 1Y | +75.6% | +15.1% | +60.4% | +65.5% |
| 3Y | +101.7% | -55.6% | +157.3% | +121.3% |
| 5Y | +134.6% | -82.4% | +217.1% | +173.1% |
| All | +134.6% | -82.0% | +216.7% | +173.1% |
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