-29.9%
FIS vs FIVN
+243.6%
-273.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.2% | +4.6% |
| 7D | +2.8% | -2.8% | +5.7% | +3.2% |
| 30D | -16.7% | -17.4% | +0.7% | -14.7% |
| 3M | -32.3% | -19.2% | -13.1% | -30.7% |
| 6M | -29.1% | +29.4% | -58.4% | -33.2% |
| YTD | -54.1% | +36.3% | -90.4% | -57.7% |
| 1Y | -53.7% | +33.5% | -87.2% | -57.3% |
| 3Y | -38.8% | -56.8% | +18.0% | -35.1% |
| 5Y | -71.1% | -83.0% | +11.9% | -66.3% |
| 10Y | -53.1% | +87.3% | -140.3% | -59.7% |
| All | -29.9% | +243.6% | -273.6% | -42.9% |
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