+169.9%
CIEN vs REGN
+7,413.0%
-7,243.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +4.9% |
| 7D | +8.9% | -5.6% | +14.5% | +10.6% |
| 30D | -19.1% | -2.0% | -17.1% | -18.8% |
| 3M | -21.5% | +28.0% | -49.4% | -27.3% |
| 6M | +2.8% | +1.2% | +1.7% | +1.6% |
| YTD | +49.5% | +1.6% | +47.8% | +47.7% |
| 1Y | +163.8% | +38.2% | +125.6% | +137.5% |
| 3Y | +615.8% | -5.4% | +621.2% | +600.4% |
| 5Y | +548.4% | +21.3% | +527.1% | +479.0% |
| 10Y | +1,513.8% | +105.2% | +1,408.6% | +1,079.2% |
| All | +169.9% | +7,413.0% | -7,243.1% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling