+159.7%
GILD vs FIVN
+118.5%
+41.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -0.8% |
| 7D | -4.8% | -7.8% | +3.0% | -4.4% |
| 30D | +5.8% | -1.7% | +7.5% | +5.8% |
| 3M | +14.9% | +47.2% | -32.3% | +12.2% |
| 6M | -0.4% | +82.7% | -83.1% | -4.3% |
| YTD | +18.5% | +52.9% | -34.4% | +14.7% |
| 1Y | +25.1% | +17.5% | +7.6% | +22.9% |
| 3Y | +105.9% | -55.8% | +161.7% | +111.5% |
| 5Y | +143.0% | -82.3% | +225.3% | +159.3% |
| All | +159.7% | +118.5% | +41.2% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling