-40.4%
FIS vs FIVN
+15.3%
-55.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -8.9% | -11.3% | +2.4% | -6.7% |
| 30D | -9.9% | -7.3% | -2.6% | -8.6% |
| 3M | 0.0% | +41.7% | -41.7% | -7.4% |
| 6M | -22.9% | +78.3% | -101.2% | -32.5% |
| YTD | -40.9% | +50.9% | -91.7% | -47.2% |
| 1Y | -40.4% | +19.7% | -60.1% | -46.2% |
| All | -40.4% | +15.3% | -55.7% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling