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  • XEL vs FIVN✓SelectedUSD · FIVNXEL vs FIVN performance historyLatest closeAs of-0.90%09/09
Stock and ETF performance explorer

XEL vs FIVN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+266.8%
FIVN return
+282.0%
Excess return
-15.2%
Maximum drawdown
-34.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFIVNExcessAlpha
1D-0.9%-2.8%+1.9%-0.8%
7D+0.9%-9.6%+10.5%+1.3%
30D-0.9%-11.9%+11.0%-0.5%
3M-1.4%+40.1%-41.5%-3.0%
6M-5.8%+68.3%-74.2%-8.4%
YTD+4.7%+51.5%-46.8%+2.1%
1Y+9.1%+15.1%-6.1%+7.7%
3Y+47.8%-55.6%+103.4%+51.4%
5Y+29.0%-82.4%+111.4%+35.8%
10Y+154.0%+114.5%+39.5%+142.1%
All+266.8%+282.0%-15.2%+245.9%

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