+543.1%
VEEV vs FIVN
+118.5%
+424.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | 0.0% |
| 7D | -4.6% | -7.8% | +3.2% | -1.7% |
| 30D | +8.6% | -1.7% | +10.4% | +9.6% |
| 3M | +62.4% | +47.2% | +15.2% | +39.7% |
| 6M | +40.3% | +82.7% | -42.5% | +9.9% |
| YTD | +17.5% | +52.9% | -35.4% | -2.7% |
| 1Y | -6.1% | +17.5% | -23.6% | -15.6% |
| 3Y | +16.7% | -55.8% | +72.5% | +39.9% |
| 5Y | -13.3% | -82.3% | +69.0% | +40.8% |
| All | +543.1% | +118.5% | +424.6% | +278.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling