-22.6%
FFIV vs FIVN
-17.1%
-5.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +0.5% |
| 7D | -4.2% | -22.4% | +18.2% | -0.2% |
| 30D | -33.9% | -23.8% | -10.1% | -31.1% |
| 3M | -22.6% | -19.5% | -3.1% | -20.6% |
| All | -22.6% | -17.1% | -5.5% | -20.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling