+161.4%
JPM vs FIVN
-55.8%
+217.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -2.3% | -11.3% | +8.9% | -1.3% |
| 30D | -2.3% | -7.3% | +5.0% | -1.8% |
| 3M | +14.9% | +41.7% | -26.8% | +10.3% |
| 6M | +23.6% | +78.3% | -54.6% | +14.2% |
| YTD | +11.3% | +50.9% | -39.6% | +4.7% |
| 1Y | +19.9% | +19.7% | +0.2% | +16.1% |
| All | +161.4% | -55.8% | +217.3% | +161.3% |
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