+4,785.6%
AMGN vs CIEN
+142.9%
+4,642.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.2% |
| 7D | +1.1% | +15.3% | -14.1% | -0.5% |
| 30D | +9.3% | -22.0% | +31.3% | +11.5% |
| 3M | +12.1% | -36.6% | +48.7% | +16.1% |
| 6M | +40.3% | -51.5% | +91.7% | +48.0% |
| YTD | +45.2% | +20.0% | +25.2% | +36.7% |
| 1Y | +42.4% | +44.5% | -2.0% | +30.9% |
| 3Y | +91.0% | +539.0% | -448.0% | +44.0% |
| 5Y | +157.4% | +356.8% | -199.5% | +98.1% |
| 10Y | +321.0% | +1,190.4% | -869.4% | +180.1% |
| All | +4,785.6% | +142.9% | +4,642.7% | +2,526.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling