+186.4%
NVS vs FIVN
+282.0%
-95.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | 0.0% |
| 7D | -15.4% | -9.6% | -5.8% | -14.9% |
| 30D | -12.3% | -11.9% | -0.4% | -11.7% |
| 3M | -7.8% | +40.1% | -47.9% | -9.6% |
| 6M | -13.0% | +68.3% | -81.3% | -16.0% |
| YTD | +2.8% | +51.5% | -48.7% | -0.4% |
| 1Y | +10.6% | +15.1% | -4.5% | +8.8% |
| 3Y | +55.1% | -55.6% | +110.6% | +59.8% |
| 5Y | +91.7% | -82.4% | +174.1% | +106.7% |
| 10Y | +181.2% | +114.5% | +66.7% | +148.2% |
| All | +186.4% | +282.0% | -95.6% | +143.6% |
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