+585.2%
CIEN vs SYK
-4.6%
+589.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.7% |
| 7D | +5.4% | -12.3% | +17.7% | +7.5% |
| 30D | -13.7% | -22.4% | +8.8% | -9.9% |
| 3M | -23.0% | -12.3% | -10.7% | -23.1% |
| 6M | -0.8% | -24.3% | +23.5% | +6.2% |
| YTD | +43.1% | -22.8% | +65.8% | +51.7% |
| 1Y | +157.6% | -28.8% | +186.4% | +184.5% |
| All | +585.2% | -4.6% | +589.8% | +571.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling