+615.8%
CIEN vs TEVA
+280.8%
+335.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.4% | +4.1% |
| 7D | +8.9% | +2.0% | +6.9% | +8.5% |
| 30D | -19.1% | +1.0% | -20.0% | -19.2% |
| 3M | -21.5% | +7.3% | -28.8% | -22.7% |
| 6M | +2.8% | +21.7% | -18.9% | -2.1% |
| YTD | +49.5% | +18.8% | +30.6% | +43.6% |
| 1Y | +163.8% | +86.5% | +77.3% | +133.6% |
| 3Y | +615.8% | +269.4% | +346.4% | +441.4% |
| All | +615.8% | +280.8% | +335.0% | +441.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling