+174.5%
CIEN vs REGN
+46.5%
+128.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | -15.2% | +4.2% | -19.4% | -16.0% |
| 30D | -21.5% | +7.8% | -29.3% | -23.1% |
| 3M | -40.1% | +31.8% | -71.9% | -44.5% |
| 6M | -6.6% | +5.4% | -12.0% | -6.9% |
| YTD | +37.3% | +7.7% | +29.6% | +36.6% |
| 1Y | +174.5% | +46.7% | +127.9% | +170.8% |
| All | +174.5% | +46.5% | +128.1% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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