+221.6%
JNJ vs CIEN
+1,159.7%
-938.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.0% |
| 7D | +3.5% | +15.3% | -11.8% | +2.7% |
| 30D | +12.5% | -22.0% | +34.5% | +13.5% |
| 3M | +9.6% | -36.6% | +46.2% | +11.4% |
| 6M | +25.3% | -51.5% | +76.8% | +28.9% |
| YTD | +40.3% | +20.0% | +20.3% | +34.1% |
| 1Y | +49.6% | +44.5% | +5.2% | +40.9% |
| 3Y | +110.8% | +539.0% | -428.3% | +67.8% |
| 5Y | +99.1% | +356.8% | -257.7% | +62.5% |
| All | +221.6% | +1,159.7% | -938.1% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling