+1,500.5%
CIEN vs NVS
+179.5%
+1,320.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +8.9% | -14.3% | +23.2% | +13.5% |
| 30D | -19.1% | -10.0% | -9.1% | -17.4% |
| 3M | -21.5% | -10.9% | -10.6% | -20.0% |
| 6M | +2.8% | -12.0% | +14.8% | +5.1% |
| YTD | +49.5% | +2.5% | +46.9% | +44.2% |
| 1Y | +163.8% | +10.7% | +153.1% | +146.8% |
| 3Y | +615.8% | +53.3% | +562.5% | +468.2% |
| 5Y | +548.4% | +93.6% | +454.8% | +345.2% |
| All | +1,500.5% | +179.5% | +1,320.9% | +934.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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