+607.8%
CIEN vs GSK
+53.4%
+554.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.0% | +6.3% |
| 7D | -5.3% | -4.2% | -1.1% | -5.3% |
| 30D | -17.2% | -7.5% | -9.7% | -17.1% |
| 3M | -26.9% | -3.3% | -23.6% | -27.0% |
| 6M | +16.0% | -9.3% | +25.3% | +16.5% |
| YTD | +45.9% | +1.6% | +44.3% | +46.1% |
| 1Y | +186.8% | +25.5% | +161.3% | +186.9% |
| 3Y | +607.8% | +49.3% | +558.5% | +592.5% |
| All | +607.8% | +53.4% | +554.4% | +592.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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