+201.2%
ABT vs CIEN
+1,461.9%
-1,260.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.0% | +5.4% | -10.4% | -5.5% |
| 30D | -5.8% | -13.7% | +7.9% | -4.7% |
| 3M | +16.7% | -23.0% | +39.8% | +18.7% |
| 6M | -5.2% | -0.8% | -4.4% | -8.6% |
| YTD | -16.0% | +43.1% | -59.0% | -23.7% |
| 1Y | -18.3% | +157.6% | -175.9% | -32.7% |
| 3Y | +9.2% | +593.8% | -584.6% | -28.6% |
| 5Y | -11.6% | +520.6% | -532.1% | -42.3% |
| All | +201.2% | +1,461.9% | -1,260.7% | +64.8% |
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 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