+49.6%
JNJ vs CIEN
+35.5%
+14.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.7% |
| 7D | +3.5% | +15.3% | -11.8% | +3.8% |
| 30D | +12.5% | -22.0% | +34.5% | +11.8% |
| 3M | +9.6% | -36.6% | +46.2% | +8.7% |
| 6M | +25.3% | -51.5% | +76.8% | +25.3% |
| YTD | +40.3% | +20.0% | +20.3% | +33.4% |
| 1Y | +49.6% | +44.5% | +5.2% | +41.2% |
| All | +49.6% | +35.5% | +14.1% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling