+40.3%
AMGN vs CIEN
-52.8%
+93.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.5% |
| 7D | +1.1% | +15.3% | -14.1% | +1.9% |
| 30D | +9.3% | -22.0% | +31.3% | +7.6% |
| 3M | +12.1% | -36.6% | +48.7% | +10.7% |
| 6M | +40.3% | -51.5% | +91.7% | +39.5% |
| All | +40.3% | -52.8% | +93.0% | +39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling