+1,637.6%
FICO vs FIVN
+318.5%
+1,319.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.4% | -14.2% | -16.1% |
| 7D | -19.2% | -2.3% | -16.9% | -18.7% |
| 30D | -14.6% | +12.4% | -27.0% | -17.2% |
| 3M | -20.1% | +36.0% | -56.1% | -26.5% |
| 6M | -36.3% | +86.0% | -122.3% | -46.4% |
| YTD | -44.9% | +65.9% | -110.8% | -52.6% |
| 1Y | -38.6% | +26.5% | -65.1% | -44.2% |
| 3Y | +4.0% | -54.2% | +58.2% | +14.4% |
| 5Y | +99.5% | -80.5% | +180.0% | +152.9% |
| 10Y | +604.7% | +109.6% | +495.0% | +466.5% |
| All | +1,637.6% | +318.5% | +1,319.1% | +1,070.1% |
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