+604.1%
ABBV vs CIEN
+1,159.7%
-555.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | +1.3% | +15.3% | -14.0% | +0.1% |
| 30D | +4.7% | -22.0% | +26.7% | +6.2% |
| 3M | +18.3% | -36.6% | +55.0% | +21.5% |
| 6M | +43.4% | -51.5% | +94.8% | +49.7% |
| YTD | +33.0% | +20.0% | +13.0% | +24.7% |
| 1Y | +30.8% | +44.5% | -13.6% | +19.8% |
| 3Y | +135.1% | +539.0% | -403.9% | +72.1% |
| 5Y | +201.2% | +356.8% | -155.6% | +127.3% |
| All | +604.1% | +1,159.7% | -555.6% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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