-99.2%
NVD vs FIVN
-56.4%
-42.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.1% | +10.0% | +2.4% |
| 7D | -7.7% | -8.2% | +0.6% | -9.5% |
| 30D | -5.8% | -8.1% | +2.3% | -7.1% |
| 3M | -23.2% | +34.9% | -58.1% | -16.8% |
| 6M | -49.7% | +72.6% | -122.4% | -40.7% |
| YTD | -47.7% | +55.8% | -103.5% | -39.6% |
| 1Y | -61.3% | +17.1% | -78.5% | -59.3% |
| 3Y | -99.2% | -54.3% | -44.9% | -98.9% |
| All | -99.2% | -56.4% | -42.8% | -98.9% |
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 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