+176.5%
REGN vs FIVN
+285.7%
-109.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.6% |
| 7D | -5.6% | -7.8% | +2.3% | -4.8% |
| 30D | -2.0% | -1.7% | -0.2% | -1.9% |
| 3M | +28.0% | +47.2% | -19.2% | +22.2% |
| 6M | +1.2% | +82.7% | -81.6% | -6.7% |
| YTD | +1.6% | +52.9% | -51.3% | -4.8% |
| 1Y | +38.2% | +17.5% | +20.8% | +33.1% |
| 3Y | -5.4% | -55.8% | +50.5% | -0.6% |
| 5Y | +21.3% | -82.3% | +103.6% | +38.5% |
| 10Y | +105.2% | +116.5% | -11.3% | +63.4% |
| All | +176.5% | +285.7% | -109.2% | +108.9% |
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