+4.4%
FICO vs FIVN
-53.5%
+57.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.4% | -14.2% | -16.2% |
| 7D | -19.2% | -2.3% | -16.9% | -18.8% |
| 30D | -14.6% | +12.4% | -27.0% | -16.5% |
| 3M | -20.1% | +36.0% | -56.1% | -25.0% |
| 6M | -36.3% | +86.0% | -122.3% | -44.1% |
| YTD | -44.9% | +65.9% | -110.8% | -50.9% |
| 1Y | -38.6% | +26.5% | -65.1% | -43.1% |
| All | +4.4% | -53.5% | +57.9% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling