+160.1%
AMGN vs CIEN
+356.6%
-196.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.2% |
| 7D | +1.1% | +15.3% | -14.1% | +0.7% |
| 30D | +9.3% | -22.0% | +31.3% | +9.9% |
| 3M | +12.1% | -36.6% | +48.7% | +13.5% |
| 6M | +40.3% | -51.5% | +91.7% | +43.6% |
| YTD | +45.2% | +20.0% | +25.2% | +39.9% |
| 1Y | +42.4% | +44.5% | -2.0% | +35.4% |
| 3Y | +91.0% | +539.0% | -448.0% | +59.0% |
| All | +160.1% | +356.6% | -196.5% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling