+110.3%
IBM vs FIVN
+318.5%
-208.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | -0.3% | -2.3% | +2.0% | -0.1% |
| 30D | +0.3% | +12.4% | -12.1% | -1.1% |
| 3M | -21.6% | +36.0% | -57.6% | -24.2% |
| 6M | -4.7% | +86.0% | -90.7% | -10.9% |
| YTD | -19.1% | +65.9% | -85.0% | -23.7% |
| 1Y | -2.5% | +26.5% | -29.0% | -6.3% |
| 3Y | +74.2% | -54.2% | +128.4% | +77.0% |
| 5Y | +113.1% | -80.5% | +193.6% | +124.6% |
| 10Y | +133.5% | +109.6% | +23.9% | +97.0% |
| All | +110.3% | +318.5% | -208.2% | +66.8% |
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