+273.9%
FFIV vs FIVN
+318.5%
-44.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -1.0% | -2.3% | +1.3% | -0.6% |
| 30D | -5.1% | +12.4% | -17.5% | -7.4% |
| 3M | -4.5% | +36.0% | -40.5% | -10.0% |
| 6M | +36.5% | +86.0% | -49.5% | +20.7% |
| YTD | +53.0% | +65.9% | -13.0% | +37.2% |
| 1Y | +24.2% | +26.5% | -2.3% | +16.0% |
| 3Y | +137.2% | -54.2% | +191.4% | +151.1% |
| 5Y | +91.8% | -80.5% | +172.2% | +120.4% |
| 10Y | +215.2% | +109.6% | +105.5% | +162.6% |
| All | +273.9% | +318.5% | -44.6% | +191.2% |
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