+58.9%
NOC vs FIVN
-82.6%
+141.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -1.8% | -11.3% | +9.5% | -1.8% |
| 30D | -9.4% | -7.3% | -2.2% | -9.5% |
| 3M | -3.8% | +41.7% | -45.5% | -3.6% |
| 6M | -28.8% | +78.3% | -107.0% | -28.4% |
| YTD | -7.9% | +50.9% | -58.8% | -7.4% |
| 1Y | -9.0% | +19.7% | -28.7% | -8.5% |
| 3Y | +29.1% | -55.7% | +84.8% | +30.1% |
| 5Y | +58.9% | -82.6% | +141.5% | +52.9% |
| All | +58.9% | -82.6% | +141.6% | +52.9% |
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