+169.9%
CIEN vs SYK
+4,637.3%
-4,467.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +3.5% |
| 7D | +8.9% | -9.1% | +18.0% | +13.4% |
| 30D | -19.1% | -20.6% | +1.5% | -10.1% |
| 3M | -21.5% | -9.6% | -11.9% | -19.9% |
| 6M | +2.8% | -19.9% | +22.7% | +10.1% |
| YTD | +49.5% | -21.2% | +70.6% | +61.3% |
| 1Y | +163.8% | -28.4% | +192.2% | +197.2% |
| 3Y | +615.8% | -5.3% | +621.2% | +595.7% |
| 5Y | +548.4% | +6.0% | +542.4% | +487.0% |
| 10Y | +1,513.8% | +178.4% | +1,335.3% | +741.4% |
| All | +169.9% | +4,637.3% | -4,467.3% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling