+210.5%
VRSK vs FIVN
+280.5%
-70.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -7.7% | -11.3% | +3.6% | -6.4% |
| 30D | -2.8% | -7.3% | +4.5% | -1.9% |
| 3M | -3.7% | +41.7% | -45.4% | -8.1% |
| 6M | -12.8% | +78.3% | -91.0% | -19.6% |
| YTD | -21.0% | +50.9% | -71.8% | -26.0% |
| 1Y | -32.5% | +19.7% | -52.1% | -35.3% |
| 3Y | -26.5% | -55.7% | +29.2% | -22.8% |
| 5Y | -11.5% | -82.6% | +71.1% | +1.0% |
| 10Y | +125.7% | +113.6% | +12.1% | +97.1% |
| All | +210.5% | +280.5% | -70.0% | +163.8% |
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