+126.7%
FFIV vs FIVN
+104.7%
+22.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | -2.9% | -22.8% | +19.8% | +1.3% |
| 30D | -32.4% | -21.3% | -11.1% | -29.8% |
| 3M | -22.7% | -14.0% | -8.7% | -21.3% |
| 6M | -10.7% | +31.1% | -41.8% | -17.0% |
| YTD | +25.4% | +40.0% | -14.6% | +13.1% |
| 1Y | +34.2% | +38.1% | -3.9% | +21.2% |
| 3Y | +101.2% | -55.7% | +156.9% | +115.4% |
| 5Y | +42.0% | -82.5% | +124.5% | +71.6% |
| 10Y | +126.7% | +92.4% | +34.3% | +69.8% |
| All | +126.7% | +104.7% | +22.0% | +69.8% |
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 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