-3.1%
BSX vs CIEN
+502.7%
-505.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -8.2% | +5.4% | -13.6% | -8.7% |
| 30D | -15.8% | -13.7% | -2.1% | -14.8% |
| 3M | -10.8% | -23.0% | +12.2% | -9.4% |
| 6M | -38.4% | -0.8% | -37.6% | -40.1% |
| YTD | -54.8% | +43.1% | -97.9% | -58.4% |
| 1Y | -59.0% | +157.6% | -216.7% | -65.7% |
| 3Y | -20.0% | +593.8% | -613.8% | -46.4% |
| 5Y | -3.1% | +520.6% | -523.6% | -36.1% |
| All | -3.1% | +502.7% | -505.8% | -36.1% |
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 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