+347.5%
NSC vs FIVN
+318.5%
+29.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -5.5% | -2.3% | -3.2% | -5.3% |
| 30D | -3.2% | +12.4% | -15.6% | -4.7% |
| 3M | +7.7% | +36.0% | -28.3% | +3.6% |
| 6M | +4.5% | +86.0% | -81.5% | -3.7% |
| YTD | +15.6% | +65.9% | -50.4% | +7.4% |
| 1Y | +19.8% | +26.5% | -6.7% | +14.5% |
| 3Y | +70.1% | -54.2% | +124.3% | +77.3% |
| 5Y | +46.1% | -80.5% | +126.6% | +60.4% |
| 10Y | +328.1% | +109.6% | +218.4% | +258.0% |
| All | +347.5% | +318.5% | +29.0% | +246.8% |
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