+515.9%
CIEN vs SYK
+3.4%
+512.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.3% |
| 7D | +5.4% | -12.3% | +17.7% | +10.2% |
| 30D | -13.7% | -22.4% | +8.8% | -5.4% |
| 3M | -23.0% | -12.3% | -10.7% | -21.6% |
| 6M | -0.8% | -24.3% | +23.5% | +8.5% |
| YTD | +43.1% | -22.8% | +65.8% | +54.7% |
| 1Y | +157.6% | -28.8% | +186.4% | +190.3% |
| 3Y | +593.8% | -4.0% | +597.8% | +549.9% |
| All | +515.9% | +3.4% | +512.5% | +417.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling