+277.3%
SYK vs FIVN
+280.5%
-3.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -12.3% | -11.3% | -1.0% | -11.2% |
| 30D | -22.4% | -7.3% | -15.2% | -21.9% |
| 3M | -12.3% | +41.7% | -54.0% | -16.0% |
| 6M | -24.3% | +78.3% | -102.6% | -30.1% |
| YTD | -22.8% | +50.9% | -73.6% | -27.6% |
| 1Y | -28.8% | +19.7% | -48.4% | -31.6% |
| 3Y | -4.0% | -55.7% | +51.8% | +0.7% |
| 5Y | +3.8% | -82.6% | +86.4% | +16.5% |
| 10Y | +172.8% | +113.6% | +59.2% | +136.9% |
| All | +277.3% | +280.5% | -3.2% | +216.1% |
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