-27.2%
SLB vs FIVN
+253.1%
-280.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +2.0% |
| 7D | -1.2% | -22.8% | +21.6% | +0.4% |
| 30D | +4.5% | -21.3% | +25.8% | +6.0% |
| 3M | -4.6% | -14.0% | +9.4% | -4.0% |
| 6M | -6.3% | +31.1% | -37.4% | -8.9% |
| YTD | +35.0% | +40.0% | -5.0% | +29.6% |
| 1Y | +38.8% | +38.1% | +0.7% | +33.3% |
| 3Y | +3.3% | -55.7% | +58.9% | +4.7% |
| 5Y | +73.6% | -82.5% | +156.1% | +80.6% |
| 10Y | -14.2% | +92.4% | -106.6% | -28.4% |
| All | -27.2% | +253.1% | -280.2% | -43.9% |
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