+200.7%
ABBV vs CIEN
+381.2%
-180.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +2.2% | +27.4% | -25.2% | +1.7% |
| 30D | +8.0% | -26.6% | +34.6% | +8.5% |
| 3M | +19.1% | -32.0% | +51.0% | +19.7% |
| 6M | +43.5% | -49.1% | +92.6% | +45.6% |
| YTD | +32.7% | +25.7% | +7.0% | +28.4% |
| 1Y | +30.0% | +40.3% | -10.3% | +25.1% |
| 3Y | +134.7% | +566.2% | -431.4% | +103.4% |
| 5Y | +200.7% | +378.7% | -178.1% | +164.8% |
| All | +200.7% | +381.2% | -180.5% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling