+1,213.2%
FICO vs FIVN
+253.7%
+959.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.2% | +3.7% |
| 7D | -0.9% | -22.6% | +21.7% | +4.5% |
| 30D | +3.3% | -16.8% | +20.1% | +6.8% |
| 3M | -31.7% | -0.9% | -30.8% | -32.8% |
| 6M | -34.0% | +28.4% | -62.4% | -39.4% |
| YTD | -58.3% | +40.2% | -98.6% | -63.3% |
| 1Y | -57.9% | +30.5% | -88.5% | -62.4% |
| 3Y | -24.1% | -56.2% | +32.2% | -16.6% |
| 5Y | +85.3% | -81.0% | +166.3% | +133.6% |
| 10Y | +520.3% | +105.3% | +415.0% | +403.3% |
| All | +1,213.2% | +253.7% | +959.5% | +807.4% |
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