-1.8%
FIS vs FIVN
+318.5%
-320.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +1.1% | -2.3% | +3.4% | +1.4% |
| 30D | -2.2% | +12.4% | -14.6% | -4.5% |
| 3M | +2.1% | +36.0% | -33.9% | -3.5% |
| 6M | -14.7% | +86.0% | -100.6% | -24.1% |
| YTD | -35.7% | +65.9% | -101.6% | -42.0% |
| 1Y | -37.1% | +26.5% | -63.6% | -41.0% |
| 3Y | -20.0% | -54.2% | +34.2% | -15.2% |
| 5Y | -62.1% | -80.5% | +18.3% | -56.5% |
| 10Y | -37.4% | +109.6% | -147.0% | -47.1% |
| All | -1.8% | +318.5% | -320.3% | -21.6% |
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 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