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  • NEM vs FIVN✓SelectedUSD · FIVNNEM vs FIVN performance historyLatest closeAs of-0.78%09/08
Stock and ETF performance explorer

NEM vs FIVN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+581.7%
FIVN return
+292.8%
Excess return
+288.9%
Maximum drawdown
-62.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioFIVNExcessAlpha
1D-0.8%-6.1%+5.4%-0.4%
7D+3.9%-8.2%+12.1%+4.3%
30D+12.7%-8.1%+20.8%+13.2%
3M+28.7%+34.9%-6.2%+26.2%
6M+9.8%+72.6%-62.9%+5.6%
YTD+28.1%+55.8%-27.7%+23.7%
1Y+69.3%+17.1%+52.2%+66.1%
3Y+247.7%-54.3%+302.0%+257.4%
5Y+153.4%-81.6%+234.9%+166.6%
10Y+291.3%+109.2%+182.1%+289.8%
All+581.7%+292.8%+288.9%+535.3%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling