+381.0%
JCI vs FIVN
+318.5%
+62.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.1% |
| 7D | +3.8% | -2.3% | +6.1% | +4.1% |
| 30D | -5.7% | +12.4% | -18.1% | -7.1% |
| 3M | -1.4% | +36.0% | -37.4% | -5.1% |
| 6M | +4.1% | +86.0% | -81.8% | -4.0% |
| YTD | +21.7% | +65.9% | -44.2% | +13.1% |
| 1Y | +36.1% | +26.5% | +9.6% | +30.1% |
| 3Y | +154.4% | -54.2% | +208.6% | +164.8% |
| 5Y | +112.0% | -80.5% | +192.5% | +131.0% |
| 10Y | +322.2% | +109.6% | +212.6% | +263.6% |
| All | +381.0% | +318.5% | +62.5% | +286.8% |
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