+71.8%
GSK vs FIVN
+292.8%
-221.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -2.4% |
| 7D | -4.2% | -8.2% | +4.0% | -3.8% |
| 30D | -7.5% | -8.1% | +0.6% | -7.2% |
| 3M | -3.3% | +34.9% | -38.2% | -4.8% |
| 6M | -9.3% | +72.6% | -82.0% | -12.1% |
| YTD | +1.6% | +55.8% | -54.2% | -1.2% |
| 1Y | +25.5% | +17.1% | +8.3% | +23.7% |
| 3Y | +49.3% | -54.3% | +103.6% | +52.9% |
| 5Y | +46.7% | -81.6% | +128.2% | +56.0% |
| 10Y | +76.8% | +109.2% | -32.4% | +57.7% |
| All | +71.8% | +292.8% | -221.0% | +50.0% |
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