+500.3%
BMY vs CIEN
+142.9%
+357.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.1% |
| 7D | +2.1% | +15.3% | -13.2% | +1.1% |
| 30D | +7.0% | -22.0% | +29.0% | +8.2% |
| 3M | -0.9% | -36.6% | +35.8% | +1.2% |
| 6M | +14.9% | -51.5% | +66.4% | +18.7% |
| YTD | +22.8% | +20.0% | +2.9% | +18.5% |
| 1Y | +36.2% | +44.5% | -8.2% | +29.6% |
| 3Y | +45.7% | +539.0% | -493.4% | +22.9% |
| 5Y | +31.3% | +356.8% | -325.6% | +12.2% |
| 10Y | +60.6% | +1,190.4% | -1,129.8% | +25.7% |
| All | +500.3% | +142.9% | +357.4% | +274.8% |
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