-17.8%
SLB vs FIVN
+318.5%
-336.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | +0.8% | -2.3% | +3.1% | +1.0% |
| 30D | +15.8% | +12.4% | +3.4% | +14.7% |
| 3M | -0.3% | +36.0% | -36.4% | -2.9% |
| 6M | +21.3% | +86.0% | -64.6% | +15.0% |
| YTD | +52.3% | +65.9% | -13.6% | +45.0% |
| 1Y | +63.6% | +26.5% | +37.1% | +58.7% |
| 3Y | +3.8% | -54.2% | +58.0% | +4.9% |
| 5Y | +128.6% | -80.5% | +209.1% | +136.3% |
| 10Y | -3.1% | +109.6% | -112.7% | -19.3% |
| All | -17.8% | +318.5% | -336.3% | -37.3% |
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