-28.9%
FICO vs FIVN
-56.5%
+27.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.9% |
| 7D | +2.2% | -2.8% | +5.1% | +2.7% |
| 30D | +0.1% | -17.4% | +17.5% | +2.8% |
| 3M | -35.2% | -19.2% | -16.0% | -33.3% |
| 6M | -32.4% | +29.4% | -61.7% | -36.7% |
| YTD | -57.4% | +36.3% | -93.7% | -61.1% |
| 1Y | -58.5% | +33.5% | -92.0% | -62.1% |
| 3Y | -28.9% | -56.8% | +28.0% | -26.0% |
| All | -28.9% | -56.5% | +27.6% | -26.0% |
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