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  • XYZ vs FIVN✓SelectedUSD · FIVNXYZ vs FIVN performance historyLatest closeAs of-0.73%09/04
Stock and ETF performance explorer

XYZ vs FIVN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+533.2%
FIVN return
+487.8%
Excess return
+45.4%
Maximum drawdown
-86.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFIVNExcessAlpha
1D-0.7%-2.4%+1.7%+0.4%
7D-1.0%-2.3%+1.3%+0.1%
30D-1.7%+12.4%-14.1%-8.6%
3M+16.7%+36.0%-19.3%-2.6%
6M+26.9%+86.0%-59.1%-13.6%
YTD+27.1%+65.9%-38.8%-9.9%
1Y+9.3%+26.5%-17.2%-11.6%
3Y+42.3%-54.2%+96.5%+80.3%
5Y-69.3%-80.5%+11.1%-41.5%
10Y+586.8%+109.6%+477.2%+455.7%
All+533.2%+487.8%+45.4%+416.9%

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