+429.0%
NOC vs FIVN
+292.8%
+136.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.8% | +0.9% |
| 7D | -2.7% | -8.2% | +5.5% | -2.4% |
| 30D | -8.9% | -8.1% | -0.7% | -8.6% |
| 3M | -3.7% | +34.9% | -38.6% | -4.8% |
| 6M | -30.8% | +72.6% | -103.4% | -32.4% |
| YTD | -7.9% | +55.8% | -63.7% | -9.9% |
| 1Y | -9.4% | +17.1% | -26.6% | -10.4% |
| 3Y | +29.0% | -54.3% | +83.3% | +31.8% |
| 5Y | +56.1% | -81.6% | +137.6% | +64.9% |
| 10Y | +186.3% | +109.2% | +77.1% | +153.7% |
| All | +429.0% | +292.8% | +136.2% | +361.5% |
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 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