+378.7%
CIEN vs ENTG
+3.6%
+375.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +27.4% | +22.8% | +4.6% | +15.8% |
| 30D | -26.6% | -4.9% | -21.7% | -24.2% |
| 3M | -32.0% | -4.8% | -27.1% | -29.5% |
| 6M | -49.1% | +5.6% | -54.7% | -50.3% |
| YTD | +25.7% | +82.4% | -56.7% | -2.2% |
| 1Y | +40.3% | +82.9% | -42.5% | +8.8% |
| 3Y | +566.2% | +62.1% | +504.1% | +411.1% |
| 5Y | +378.7% | +4.3% | +374.4% | +289.1% |
| All | +378.7% | +3.6% | +375.2% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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