+48.9%
MSFT vs FIVN
-55.7%
+104.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | -1.0% | -9.6% | +8.5% | +0.5% |
| 30D | -2.7% | -11.9% | +9.3% | -0.9% |
| 3M | +22.1% | +40.1% | -18.0% | +15.2% |
| 6M | +20.6% | +68.3% | -47.8% | +9.9% |
| YTD | +2.3% | +51.5% | -49.2% | -5.8% |
| 1Y | -0.5% | +15.1% | -15.7% | -5.7% |
| All | +48.9% | -55.7% | +104.5% | +47.5% |
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