+134.5%
IBM vs FIVN
+115.6%
+18.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -0.3% | -11.3% | +11.0% | +1.0% |
| 30D | -1.8% | -7.3% | +5.4% | -1.1% |
| 3M | -13.5% | +41.7% | -55.1% | -17.0% |
| 6M | -5.1% | +78.3% | -83.4% | -11.4% |
| YTD | -19.4% | +50.9% | -70.3% | -23.7% |
| 1Y | -6.5% | +19.7% | -26.2% | -10.0% |
| 3Y | +73.8% | -55.7% | +129.6% | +77.4% |
| 5Y | +116.3% | -82.6% | +198.9% | +131.5% |
| All | +134.5% | +115.6% | +18.9% | +91.2% |
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