+1,500.5%
CIEN vs BDX
+59.3%
+1,441.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.3% |
| 7D | +8.9% | -3.2% | +12.1% | +9.8% |
| 30D | -19.1% | -2.5% | -16.5% | -18.6% |
| 3M | -21.5% | +21.4% | -42.9% | -26.6% |
| 6M | +2.8% | +10.4% | -7.6% | -1.3% |
| YTD | +49.5% | +18.8% | +30.6% | +39.5% |
| 1Y | +163.8% | +21.7% | +142.1% | +143.8% |
| 3Y | +615.8% | -10.0% | +625.8% | +623.3% |
| 5Y | +548.4% | -1.8% | +550.2% | +523.4% |
| All | +1,500.5% | +59.3% | +1,441.2% | +1,294.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling