-10.4%
FSLY vs FIVN
-37.9%
+27.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.1% | +10.5% | +7.9% |
| 7D | +3.5% | -8.2% | +11.7% | +8.4% |
| 30D | -6.4% | -8.1% | +1.7% | -2.3% |
| 3M | +10.9% | +34.9% | -24.0% | -10.4% |
| 6M | +6.7% | +72.6% | -65.9% | -28.8% |
| YTD | +111.1% | +55.8% | +55.3% | +46.3% |
| 1Y | +185.8% | +17.1% | +168.6% | +131.9% |
| 3Y | -6.6% | -54.3% | +47.8% | +29.6% |
| 5Y | -52.4% | -81.6% | +29.2% | +15.7% |
| All | -10.4% | -37.9% | +27.5% | +30.5% |
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