-8.2%
CIEN vs NVMI
+1,995.1%
-2,003.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +6.0% |
| 7D | -5.3% | +11.7% | -17.0% | -7.6% |
| 30D | -17.2% | -4.0% | -13.2% | -16.4% |
| 3M | -26.9% | -25.8% | -1.1% | -21.8% |
| 6M | +16.0% | -8.3% | +24.3% | +19.2% |
| YTD | +45.9% | +14.8% | +31.1% | +42.7% |
| 1Y | +186.8% | +37.9% | +148.9% | +170.7% |
| 3Y | +607.8% | +216.3% | +391.5% | +460.8% |
| 5Y | +506.7% | +277.2% | +229.6% | +359.4% |
| 10Y | +1,438.7% | +3,074.3% | -1,635.6% | +687.5% |
| All | -8.2% | +1,995.1% | -2,003.2% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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