+59.9%
AMGN vs CIEN
+593.4%
-533.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -13.9% | +5.4% | -19.3% | -14.0% |
| 30D | -7.1% | -13.7% | +6.5% | -6.8% |
| 3M | +13.9% | -23.0% | +36.9% | +14.6% |
| 6M | +3.2% | -0.8% | +4.1% | +1.9% |
| YTD | +19.2% | +43.1% | -23.8% | +15.3% |
| 1Y | +41.1% | +157.6% | -116.5% | +32.2% |
| All | +59.9% | +593.4% | -533.5% | +32.1% |
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