+48.9%
CIEN vs SYK
-4.2%
+53.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +9.4% | -18.6% | -4.7% |
| 7D | -25.0% | +11.7% | -36.8% | -20.1% |
| 30D | -30.1% | +19.1% | -49.2% | -23.0% |
| 3M | -33.8% | +1.4% | -35.2% | -30.7% |
| 6M | -49.4% | +17.4% | -66.9% | -45.6% |
| YTD | +16.4% | -2.5% | +18.9% | +35.1% |
| 1Y | +48.9% | -5.3% | +54.2% | +70.1% |
| All | +48.9% | -4.2% | +53.0% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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