+615.8%
CIEN vs AZN
+28.0%
+587.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.1% | +4.4% |
| 7D | +8.9% | -1.6% | +10.4% | +9.1% |
| 30D | -19.1% | +1.1% | -20.2% | -19.3% |
| 3M | -21.5% | -12.1% | -9.4% | -20.3% |
| 6M | +2.8% | -17.1% | +20.0% | +6.2% |
| YTD | +49.5% | -12.0% | +61.4% | +52.2% |
| 1Y | +163.8% | -0.2% | +164.0% | +161.4% |
| 3Y | +615.8% | +26.8% | +589.1% | +587.6% |
| All | +615.8% | +28.0% | +587.8% | +587.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 3y: compounded portfolio wealth divided by compounded AZN 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…
3y analysis · Full analysis span regression · 6 months rolling