+122.8%
IBM vs FIVN
+243.6%
-120.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.3% |
| 7D | +1.6% | -2.8% | +4.4% | +1.8% |
| 30D | +9.2% | -17.4% | +26.6% | +11.1% |
| 3M | +4.9% | -19.2% | +24.1% | +6.8% |
| 6M | +16.8% | +29.4% | -12.6% | +13.1% |
| YTD | -14.3% | +36.3% | -50.5% | -17.9% |
| 1Y | -16.7% | +33.5% | -50.2% | -20.1% |
| 3Y | +82.2% | -56.8% | +139.1% | +86.5% |
| 5Y | +149.9% | -83.0% | +232.9% | +166.9% |
| 10Y | +142.6% | +87.3% | +55.3% | +107.1% |
| All | +122.8% | +243.6% | -120.9% | +79.5% |
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 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