+163.8%
CIEN vs BDX
+22.7%
+141.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.8% |
| 7D | +8.9% | -3.2% | +12.1% | +7.7% |
| 30D | -19.1% | -2.5% | -16.5% | -19.7% |
| 3M | -21.5% | +21.4% | -42.9% | -16.4% |
| 6M | +2.8% | +10.4% | -7.6% | +11.5% |
| YTD | +49.5% | +18.8% | +30.6% | +62.0% |
| 1Y | +163.8% | +21.7% | +142.1% | +191.6% |
| All | +163.8% | +22.7% | +141.1% | +191.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling