+91.0%
AMGN vs CIEN
+538.9%
-447.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.2% |
| 7D | +1.1% | +15.3% | -14.1% | +0.9% |
| 30D | +9.3% | -22.0% | +31.3% | +9.6% |
| 3M | +12.1% | -36.6% | +48.7% | +13.1% |
| 6M | +40.3% | -51.5% | +91.7% | +42.8% |
| YTD | +45.2% | +20.0% | +25.2% | +40.3% |
| 1Y | +42.4% | +44.5% | -2.0% | +36.2% |
| 3Y | +91.0% | +539.0% | -448.0% | +52.5% |
| All | +91.0% | +538.9% | -447.9% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling