-5.3%
STZ vs FIVN
+17.0%
-22.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -17.6% | +15.8% | -0.7% |
| 7D | +4.9% | -22.6% | +27.5% | +6.4% |
| 30D | +20.9% | -16.8% | +37.6% | +21.8% |
| 3M | +8.0% | -0.9% | +8.9% | +7.5% |
| 6M | -5.3% | +28.4% | -33.7% | -7.0% |
| All | -5.3% | +17.0% | -22.3% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling