+29.0%
BMY vs CIEN
+381.2%
-352.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -1.3% | +27.4% | -28.7% | -1.6% |
| 30D | +10.0% | -26.6% | +36.5% | +10.4% |
| 3M | -1.2% | -32.0% | +30.8% | -0.6% |
| 6M | +12.8% | -49.1% | +61.9% | +14.1% |
| YTD | +20.7% | +25.7% | -5.0% | +17.7% |
| 1Y | +32.6% | +40.3% | -7.7% | +28.7% |
| 3Y | +41.8% | +566.2% | -524.4% | +26.7% |
| 5Y | +29.0% | +378.7% | -349.8% | +16.3% |
| All | +29.0% | +381.2% | -352.2% | +16.3% |
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