+2,954.3%
LLY vs FIVN
+253.1%
+2,701.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.3% |
| 7D | +1.4% | -22.8% | +24.1% | +3.0% |
| 30D | +21.5% | -21.3% | +42.8% | +23.2% |
| 3M | +18.5% | -14.0% | +32.4% | +19.1% |
| 6M | +49.1% | +31.1% | +18.0% | +44.9% |
| YTD | +34.4% | +40.0% | -5.6% | +29.1% |
| 1Y | +46.3% | +38.1% | +8.2% | +40.5% |
| 3Y | +145.5% | -55.7% | +201.1% | +150.3% |
| 5Y | +472.7% | -82.5% | +555.2% | +515.8% |
| 10Y | +2,049.9% | +92.4% | +1,957.6% | +1,810.0% |
| All | +2,954.3% | +253.1% | +2,701.2% | +2,474.9% |
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