+587.1%
NEM vs FIVN
+318.5%
+268.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.7% |
| 7D | +0.3% | -2.3% | +2.6% | +0.4% |
| 30D | +23.1% | +12.4% | +10.7% | +22.1% |
| 3M | +18.5% | +36.0% | -17.5% | +16.2% |
| 6M | +7.8% | +86.0% | -78.2% | +3.2% |
| YTD | +29.1% | +65.9% | -36.8% | +24.2% |
| 1Y | +72.7% | +26.5% | +46.2% | +68.6% |
| 3Y | +248.7% | -54.2% | +303.0% | +258.5% |
| 5Y | +148.7% | -80.5% | +229.1% | +160.8% |
| 10Y | +304.8% | +109.6% | +195.1% | +301.9% |
| All | +587.1% | +318.5% | +268.6% | +538.1% |
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