-53.6%
BSX vs CIEN
+49.1%
-102.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -9.3% | +14.6% | +4.9% |
| 7D | +8.0% | -25.0% | +33.0% | +7.1% |
| 30D | +8.1% | -30.1% | +38.2% | +7.1% |
| 3M | -6.7% | -33.8% | +27.1% | -7.3% |
| 6M | -19.4% | -49.4% | +30.0% | -19.5% |
| YTD | -51.9% | +16.4% | -68.4% | -54.0% |
| 1Y | -53.6% | +48.9% | -102.5% | -56.1% |
| All | -53.6% | +49.1% | -102.8% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling