+154.0%
NEM vs FIVN
-82.6%
+236.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -3.3% | -11.3% | +8.0% | -2.5% |
| 30D | +7.8% | -7.3% | +15.1% | +8.3% |
| 3M | +36.3% | +41.7% | -5.4% | +32.7% |
| 6M | +6.6% | +78.3% | -71.7% | +1.4% |
| YTD | +27.1% | +50.9% | -23.7% | +22.2% |
| 1Y | +62.3% | +19.7% | +42.7% | +58.8% |
| 3Y | +245.1% | -55.7% | +300.8% | +264.6% |
| 5Y | +154.0% | -82.6% | +236.6% | +151.3% |
| All | +154.0% | -82.6% | +236.6% | +151.3% |
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 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