+1,060.1%
CIEN vs SNY
+241.5%
+818.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +5.4% | -3.6% | +9.0% | +7.3% |
| 30D | -13.7% | -1.9% | -11.7% | -12.9% |
| 3M | -23.0% | -2.0% | -21.1% | -23.3% |
| 6M | -0.8% | +2.5% | -3.4% | -4.1% |
| YTD | +43.1% | -7.0% | +50.0% | +45.4% |
| 1Y | +157.6% | -4.4% | +162.0% | +157.4% |
| 3Y | +593.8% | -8.4% | +602.2% | +555.8% |
| 5Y | +520.6% | +9.5% | +511.0% | +405.0% |
| 10Y | +1,444.6% | +64.3% | +1,380.3% | +811.9% |
| All | +1,060.1% | +241.5% | +818.5% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling