+108.8%
JCI vs FIVN
-82.6%
+191.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +0.4% | -11.3% | +11.7% | +1.8% |
| 30D | -7.7% | -7.3% | -0.4% | -7.1% |
| 3M | +2.8% | +41.7% | -38.9% | -2.9% |
| 6M | +7.2% | +78.3% | -71.0% | -3.6% |
| YTD | +20.0% | +50.9% | -30.9% | +10.0% |
| 1Y | +33.3% | +19.7% | +13.6% | +26.9% |
| 3Y | +161.3% | -55.7% | +217.1% | +183.2% |
| 5Y | +108.8% | -82.6% | +191.3% | +149.1% |
| All | +108.8% | -82.6% | +191.4% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling