+43.1%
BMY vs CIEN
+569.5%
-526.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -1.3% | +27.4% | -28.7% | -1.2% |
| 30D | +10.0% | -26.6% | +36.5% | +10.0% |
| 3M | -1.2% | -32.0% | +30.8% | -0.9% |
| 6M | +12.8% | -49.1% | +61.9% | +13.3% |
| YTD | +20.7% | +25.7% | -5.0% | +18.8% |
| 1Y | +32.6% | +40.3% | -7.7% | +30.2% |
| All | +43.1% | +569.5% | -526.4% | +26.4% |
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 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