+60.7%
BMY vs CIEN
+1,531.8%
-1,471.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -0.5% |
| 7D | -4.8% | +8.9% | -13.7% | -5.4% |
| 30D | -0.1% | -19.1% | +19.0% | +1.4% |
| 3M | +13.1% | -21.5% | +34.6% | +14.5% |
| 6M | +8.4% | +2.8% | +5.6% | +6.0% |
| YTD | +22.0% | +49.5% | -27.5% | +14.8% |
| 1Y | +40.3% | +163.8% | -123.5% | +24.6% |
| 3Y | +20.5% | +615.8% | -595.3% | -7.0% |
| 5Y | +23.7% | +548.4% | -524.7% | -5.5% |
| All | +60.7% | +1,531.8% | -1,471.1% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling