+189.8%
NOC vs FIVN
+118.5%
+71.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | +0.8% | -7.8% | +8.6% | +1.0% |
| 30D | -9.7% | -1.7% | -8.0% | -9.7% |
| 3M | -5.6% | +47.2% | -52.8% | -7.1% |
| 6M | -28.6% | +82.7% | -111.3% | -30.5% |
| YTD | -7.9% | +52.9% | -60.8% | -9.8% |
| 1Y | -9.5% | +17.5% | -27.0% | -10.4% |
| 3Y | +28.4% | -55.8% | +84.2% | +32.0% |
| 5Y | +59.0% | -82.3% | +141.3% | +71.0% |
| All | +189.8% | +118.5% | +71.3% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling