+1,156.2%
ABBV vs CIEN
+1,901.2%
-745.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.6% |
| 7D | +0.4% | -15.2% | +15.6% | +2.1% |
| 30D | +4.2% | -21.5% | +25.7% | +6.5% |
| 3M | +14.8% | -40.1% | +54.9% | +20.4% |
| 6M | +10.3% | -6.6% | +16.8% | +7.9% |
| YTD | +14.9% | +37.3% | -22.4% | +6.6% |
| 1Y | +24.1% | +174.5% | -150.4% | +4.5% |
| 3Y | +91.9% | +562.3% | -470.3% | +36.7% |
| 5Y | +176.0% | +463.9% | -287.9% | +96.8% |
| 10Y | +502.9% | +1,302.4% | -799.4% | +248.9% |
| All | +1,156.2% | +1,901.2% | -745.1% | +591.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling