+163.5%
CIEN vs NVS
+1,091.1%
-927.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -13.9% | +20.3% | +13.9% |
| 7D | -5.3% | -14.6% | +9.3% | +1.9% |
| 30D | -17.2% | -11.9% | -5.3% | -13.1% |
| 3M | -26.9% | -6.0% | -20.9% | -26.6% |
| 6M | +16.0% | -11.4% | +27.4% | +20.2% |
| YTD | +45.9% | +2.9% | +43.0% | +38.8% |
| 1Y | +186.8% | +10.2% | +176.6% | +161.4% |
| 3Y | +607.8% | +55.3% | +552.5% | +408.3% |
| 5Y | +506.7% | +89.6% | +417.1% | +277.2% |
| 10Y | +1,438.7% | +176.1% | +1,262.7% | +634.2% |
| All | +163.5% | +1,091.1% | -927.6% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling