+192.5%
JNJ vs FIVN
+118.5%
+74.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.3% |
| 7D | -3.5% | -7.8% | +4.3% | -3.3% |
| 30D | +2.3% | -1.7% | +4.0% | +2.3% |
| 3M | +12.0% | +47.2% | -35.2% | +10.7% |
| 6M | +10.5% | +82.7% | -72.3% | +8.3% |
| YTD | +30.4% | +52.9% | -22.5% | +28.3% |
| 1Y | +52.1% | +17.5% | +34.7% | +51.0% |
| 3Y | +77.8% | -55.8% | +133.6% | +82.5% |
| 5Y | +82.9% | -82.3% | +165.2% | +94.5% |
| All | +192.5% | +118.5% | +74.0% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling