+99.1%
FFIV vs FIVN
-82.0%
+181.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.6% | +4.4% |
| 7D | +3.5% | -9.6% | +13.1% | +5.3% |
| 30D | -1.3% | -11.9% | +10.6% | +0.8% |
| 3M | +2.4% | +40.1% | -37.7% | -5.2% |
| 6M | +41.8% | +68.3% | -26.5% | +24.6% |
| YTD | +58.5% | +51.5% | +7.0% | +41.4% |
| 1Y | +24.3% | +15.1% | +9.2% | +16.7% |
| 3Y | +152.0% | -55.6% | +207.6% | +173.2% |
| 5Y | +99.1% | -82.4% | +181.6% | +142.3% |
| All | +99.1% | -82.0% | +181.2% | +142.3% |
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