+77.8%
JNJ vs FIVN
-55.2%
+133.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.3% |
| 7D | -3.5% | -7.8% | +4.3% | -3.6% |
| 30D | +2.3% | -1.7% | +4.0% | +2.3% |
| 3M | +12.0% | +47.2% | -35.2% | +12.7% |
| 6M | +10.5% | +82.7% | -72.3% | +11.8% |
| YTD | +30.4% | +52.9% | -22.5% | +31.8% |
| 1Y | +52.1% | +17.5% | +34.7% | +54.1% |
| 3Y | +77.8% | -55.8% | +133.6% | +83.3% |
| All | +77.8% | -55.2% | +133.0% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling