+729.9%
JPM vs FIVN
+318.5%
+411.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +0.3% | -2.3% | +2.6% | +0.5% |
| 30D | -0.2% | +12.4% | -12.6% | -1.5% |
| 3M | +15.9% | +36.0% | -20.1% | +12.1% |
| 6M | +20.9% | +86.0% | -65.0% | +12.7% |
| YTD | +12.9% | +65.9% | -53.1% | +6.0% |
| 1Y | +20.3% | +26.5% | -6.2% | +15.6% |
| 3Y | +160.9% | -54.2% | +215.2% | +168.4% |
| 5Y | +154.8% | -80.5% | +235.3% | +172.5% |
| 10Y | +591.1% | +109.6% | +481.5% | +461.5% |
| All | +729.9% | +318.5% | +411.4% | +509.4% |
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