+2,342.5%
LLY vs FIVN
+318.5%
+2,024.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.7% |
| 7D | -2.1% | -2.3% | +0.1% | -2.0% |
| 30D | -1.6% | +12.4% | -14.0% | -2.6% |
| 3M | +2.3% | +36.0% | -33.7% | -0.4% |
| 6M | +14.9% | +86.0% | -71.1% | +8.9% |
| YTD | +7.5% | +65.9% | -58.5% | +2.4% |
| 1Y | +55.7% | +26.5% | +29.2% | +50.9% |
| 3Y | +110.6% | -54.2% | +164.8% | +115.0% |
| 5Y | +363.4% | -80.5% | +443.9% | +396.3% |
| 10Y | +1,649.0% | +109.6% | +1,539.3% | +1,446.4% |
| All | +2,342.5% | +318.5% | +2,024.0% | +1,943.4% |
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