+83.4%
JNJ vs FIVN
-82.6%
+166.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -4.3% | -11.3% | +7.0% | -4.4% |
| 30D | +3.0% | -7.3% | +10.3% | +3.0% |
| 3M | +12.2% | +41.7% | -29.5% | +12.4% |
| 6M | +10.5% | +78.3% | -67.8% | +10.8% |
| YTD | +30.8% | +50.9% | -20.1% | +31.2% |
| 1Y | +54.9% | +19.7% | +35.3% | +55.7% |
| 3Y | +80.7% | -55.7% | +136.4% | +83.7% |
| 5Y | +83.4% | -82.6% | +166.0% | +85.5% |
| All | +83.4% | -82.6% | +166.0% | +85.5% |
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 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