+158.3%
CIEN vs TEVA
+615.5%
-457.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.6% |
| 7D | +5.4% | -0.7% | +6.1% | +5.7% |
| 30D | -13.7% | -0.4% | -13.3% | -13.5% |
| 3M | -23.0% | +8.2% | -31.3% | -25.5% |
| 6M | -0.8% | +15.3% | -16.2% | -6.8% |
| YTD | +43.1% | +16.5% | +26.6% | +34.4% |
| 1Y | +157.6% | +85.7% | +71.9% | +106.5% |
| 3Y | +593.8% | +277.9% | +316.0% | +312.4% |
| 5Y | +520.6% | +295.5% | +225.1% | +242.8% |
| 10Y | +1,444.6% | -24.5% | +1,469.1% | +1,221.2% |
| All | +158.3% | +615.5% | -457.2% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling