+40.4%
SNY vs FIVN
+285.7%
-245.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | 0.0% |
| 7D | -3.3% | -7.8% | +4.5% | -2.8% |
| 30D | -2.2% | -1.7% | -0.4% | -2.1% |
| 3M | -3.0% | +47.2% | -50.2% | -5.7% |
| 6M | +2.7% | +82.7% | -80.0% | -2.1% |
| YTD | -6.8% | +52.9% | -59.8% | -10.4% |
| 1Y | -5.3% | +17.5% | -22.7% | -7.4% |
| 3Y | -9.8% | -55.8% | +46.0% | -7.1% |
| 5Y | +9.7% | -82.3% | +92.0% | +18.9% |
| 10Y | +64.5% | +116.5% | -52.0% | +41.0% |
| All | +40.4% | +285.7% | -245.2% | +11.4% |
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