+123.8%
FFIV vs FIVN
+92.2%
+31.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | +1.9% | -17.4% | +19.3% | +5.1% |
| 30D | -33.3% | -20.4% | -12.9% | -30.8% |
| 3M | -24.9% | -9.6% | -15.3% | -24.2% |
| 6M | -10.5% | +34.7% | -45.2% | -17.2% |
| YTD | +24.4% | +40.6% | -16.2% | +12.2% |
| 1Y | +32.3% | +34.3% | -2.0% | +20.1% |
| 3Y | +99.7% | -55.5% | +155.2% | +113.7% |
| 5Y | +38.4% | -82.5% | +120.9% | +67.3% |
| All | +123.8% | +92.2% | +31.6% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling