+72.4%
IBM vs FIVN
-55.5%
+127.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.9% | -0.1% |
| 7D | +0.3% | -8.2% | +8.5% | +1.8% |
| 30D | -1.5% | -8.1% | +6.6% | -0.2% |
| 3M | -16.8% | +34.9% | -51.7% | -21.6% |
| 6M | -9.0% | +72.6% | -81.7% | -18.1% |
| YTD | -20.1% | +55.8% | -75.8% | -27.2% |
| 1Y | -7.0% | +17.1% | -24.2% | -12.7% |
| 3Y | +72.4% | -54.3% | +126.7% | +70.7% |
| All | +72.4% | -55.5% | +127.9% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling