+163.8%
CIEN vs REGN
+41.3%
+122.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +4.8% |
| 7D | +8.9% | -5.6% | +14.5% | +10.3% |
| 30D | -19.1% | -2.0% | -17.1% | -18.9% |
| 3M | -21.5% | +28.0% | -49.4% | -27.3% |
| 6M | +2.8% | +1.2% | +1.7% | +3.2% |
| YTD | +49.5% | +1.6% | +47.8% | +50.7% |
| 1Y | +163.8% | +38.2% | +125.6% | +162.8% |
| All | +163.8% | +41.3% | +122.5% | +162.8% |
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