+60.1%
PFE vs FIVN
+318.5%
-258.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.1% |
| 7D | +1.8% | -2.3% | +4.0% | +1.9% |
| 30D | +10.2% | +12.4% | -2.2% | +9.4% |
| 3M | +12.7% | +36.0% | -23.3% | +10.6% |
| 6M | +10.5% | +86.0% | -75.4% | +6.3% |
| YTD | +20.2% | +65.9% | -45.8% | +16.0% |
| 1Y | +24.1% | +26.5% | -2.4% | +21.3% |
| 3Y | -3.6% | -54.2% | +50.6% | -2.1% |
| 5Y | -20.9% | -80.5% | +59.6% | -18.0% |
| 10Y | +35.8% | +109.6% | -73.8% | +23.4% |
| All | +60.1% | +318.5% | -258.4% | +37.8% |
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