+48.9%
CIEN vs TEVA
+106.6%
-57.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.1% | -9.2% |
| 7D | -25.0% | +4.7% | -29.7% | -26.0% |
| 30D | -30.1% | +5.5% | -35.7% | -31.2% |
| 3M | -33.8% | +21.6% | -55.3% | -37.3% |
| 6M | -49.4% | +18.4% | -67.8% | -51.7% |
| YTD | +16.4% | +34.1% | -17.7% | +5.0% |
| 1Y | +48.9% | +104.5% | -55.7% | +14.0% |
| All | +48.9% | +106.6% | -57.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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