+1,500.5%
CIEN vs SNY
+64.5%
+1,436.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +8.9% | -3.3% | +12.2% | +9.5% |
| 30D | -19.1% | -2.2% | -16.9% | -18.8% |
| 3M | -21.5% | -3.0% | -18.5% | -21.4% |
| 6M | +2.8% | +2.7% | +0.1% | +1.5% |
| YTD | +49.5% | -6.8% | +56.3% | +50.6% |
| 1Y | +163.8% | -5.3% | +169.1% | +164.7% |
| 3Y | +615.8% | -9.8% | +625.6% | +604.3% |
| 5Y | +548.4% | +9.7% | +538.7% | +475.2% |
| All | +1,500.5% | +64.5% | +1,436.0% | +1,172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling