+56.8%
SAP vs FIVN
-81.8%
+138.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | -0.4% |
| 7D | -0.3% | -8.2% | +8.0% | +1.5% |
| 30D | +2.6% | -8.1% | +10.7% | +4.3% |
| 3M | +16.3% | +34.9% | -18.6% | +8.7% |
| 6M | +6.4% | +72.6% | -66.3% | -6.0% |
| YTD | -11.4% | +55.8% | -67.2% | -20.6% |
| 1Y | -20.4% | +17.1% | -37.5% | -25.3% |
| 3Y | +56.5% | -54.3% | +110.8% | +65.0% |
| 5Y | +56.8% | -81.6% | +138.3% | +81.9% |
| All | +56.8% | -81.8% | +138.6% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling