+163.8%
CIEN vs NVS
+10.8%
+153.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +8.9% | -14.3% | +23.2% | +8.4% |
| 30D | -19.1% | -10.0% | -9.1% | -20.0% |
| 3M | -21.5% | -10.9% | -10.6% | -22.8% |
| 6M | +2.8% | -12.0% | +14.8% | +2.1% |
| YTD | +49.5% | +2.5% | +46.9% | +40.5% |
| 1Y | +163.8% | +10.7% | +153.1% | +143.4% |
| All | +163.8% | +10.8% | +153.0% | +143.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling