+285.0%
JNJ vs FIVN
+292.8%
-7.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.1% | +3.9% | -2.0% |
| 7D | -0.8% | -8.2% | +7.5% | -0.5% |
| 30D | +4.3% | -8.1% | +12.4% | +4.6% |
| 3M | +16.5% | +34.9% | -18.4% | +15.1% |
| 6M | +13.1% | +72.6% | -59.5% | +10.6% |
| YTD | +32.1% | +55.8% | -23.6% | +29.5% |
| 1Y | +54.5% | +17.1% | +37.3% | +52.9% |
| 3Y | +82.5% | -54.3% | +136.8% | +86.8% |
| 5Y | +80.0% | -81.6% | +161.6% | +90.4% |
| 10Y | +195.7% | +109.2% | +86.5% | +161.1% |
| All | +285.0% | +292.8% | -7.8% | +221.9% |
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