+161.0%
CIEN vs AZN
+1,373.3%
-1,212.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.2% |
| 7D | -4.6% | -2.9% | -1.7% | -3.6% |
| 30D | -12.8% | -3.1% | -9.7% | -12.0% |
| 3M | -23.1% | -14.4% | -8.6% | -19.4% |
| 6M | +6.1% | -19.5% | +25.6% | +13.8% |
| YTD | +44.5% | -13.8% | +58.3% | +50.5% |
| 1Y | +176.6% | -2.4% | +179.0% | +172.9% |
| 3Y | +601.0% | +21.3% | +579.7% | +518.3% |
| 5Y | +509.1% | +53.6% | +455.5% | +375.3% |
| 10Y | +1,460.5% | +220.1% | +1,240.3% | +743.7% |
| All | +161.0% | +1,373.3% | -1,212.3% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling