-16.5%
ABT vs CIEN
+179.1%
-195.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | -3.7% | -15.2% | +11.5% | -4.7% |
| 30D | +2.5% | -21.5% | +24.0% | +0.9% |
| 3M | +20.2% | -40.1% | +60.3% | +17.8% |
| 6M | -2.9% | -6.6% | +3.6% | -6.3% |
| YTD | -11.9% | +37.3% | -49.2% | -14.1% |
| 1Y | -16.5% | +174.5% | -191.1% | -10.2% |
| All | -16.5% | +179.1% | -195.7% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling