+156.7%
FCX vs FIVN
+318.5%
-161.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.6% |
| 7D | -4.9% | -2.3% | -2.6% | -4.5% |
| 30D | +4.8% | +12.4% | -7.6% | +2.2% |
| 3M | +4.6% | +36.0% | -31.4% | -1.9% |
| 6M | +10.8% | +86.0% | -75.1% | -3.5% |
| YTD | +44.2% | +65.9% | -21.7% | +27.2% |
| 1Y | +59.6% | +26.5% | +33.1% | +47.6% |
| 3Y | +82.2% | -54.2% | +136.5% | +95.4% |
| 5Y | +115.6% | -80.5% | +196.1% | +154.3% |
| 10Y | +670.6% | +109.6% | +560.9% | +503.6% |
| All | +156.7% | +318.5% | -161.8% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling