+192.5%
JNJ vs CIEN
+1,531.8%
-1,339.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.5% |
| 7D | -3.5% | +8.9% | -12.4% | -4.0% |
| 30D | +2.3% | -19.1% | +21.4% | +3.3% |
| 3M | +12.0% | -21.5% | +33.5% | +13.0% |
| 6M | +10.5% | +2.8% | +7.6% | +8.4% |
| YTD | +30.4% | +49.5% | -19.1% | +24.1% |
| 1Y | +52.1% | +163.8% | -111.7% | +38.3% |
| 3Y | +77.8% | +615.8% | -538.0% | +42.7% |
| 5Y | +82.9% | +548.4% | -465.5% | +45.4% |
| All | +192.5% | +1,531.8% | -1,339.3% | +108.9% |
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