+195.5%
AMGN vs CIEN
+1,531.8%
-1,336.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -1.8% |
| 7D | -13.7% | +8.9% | -22.6% | -14.6% |
| 30D | -8.8% | -19.1% | +10.3% | -7.0% |
| 3M | +7.2% | -21.5% | +28.7% | +9.0% |
| 6M | +1.3% | +2.8% | -1.6% | -1.7% |
| YTD | +17.6% | +49.5% | -31.8% | +8.1% |
| 1Y | +37.2% | +163.8% | -126.6% | +16.1% |
| 3Y | +57.7% | +615.8% | -558.1% | +10.1% |
| 5Y | +106.3% | +548.4% | -442.1% | +42.2% |
| All | +195.5% | +1,531.8% | -1,336.3% | +69.3% |
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