-32.8%
STZ vs FIVN
-80.6%
+47.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -1.9% | -2.3% | +0.4% | -1.8% |
| 30D | -1.9% | +12.4% | -14.3% | -2.7% |
| 3M | -6.2% | +36.0% | -42.3% | -8.2% |
| 6M | -14.0% | +86.0% | -100.0% | -17.8% |
| YTD | -5.1% | +65.9% | -71.1% | -8.8% |
| 1Y | -9.6% | +26.5% | -36.1% | -11.2% |
| 3Y | -47.2% | -54.2% | +7.0% | -45.2% |
| All | -32.8% | -80.6% | +47.8% | -29.7% |
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