+472.7%
LLY vs FIVN
-82.8%
+555.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.3% |
| 7D | +1.4% | -22.8% | +24.1% | +2.3% |
| 30D | +21.5% | -21.3% | +42.8% | +22.5% |
| 3M | +18.5% | -14.0% | +32.4% | +18.8% |
| 6M | +49.1% | +31.1% | +18.0% | +46.7% |
| YTD | +34.4% | +40.0% | -5.6% | +31.4% |
| 1Y | +46.3% | +38.1% | +8.2% | +43.0% |
| 3Y | +145.5% | -55.7% | +201.1% | +142.0% |
| 5Y | +472.7% | -82.5% | +555.2% | +468.2% |
| All | +472.7% | -82.8% | +555.5% | +468.2% |
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