+489.8%
BMY vs CIEN
+154.5%
+335.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -1.3% | +27.4% | -28.7% | -2.9% |
| 30D | +10.0% | -26.6% | +36.5% | +11.6% |
| 3M | -1.2% | -32.0% | +30.8% | +0.5% |
| 6M | +12.8% | -49.1% | +61.9% | +16.2% |
| YTD | +20.7% | +25.7% | -5.0% | +16.1% |
| 1Y | +32.6% | +40.3% | -7.7% | +26.4% |
| 3Y | +41.8% | +566.2% | -524.4% | +19.3% |
| 5Y | +29.0% | +378.7% | -349.8% | +9.9% |
| 10Y | +57.8% | +1,252.3% | -1,194.5% | +23.1% |
| All | +489.8% | +154.5% | +335.3% | +267.2% |
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