+110.8%
JNJ vs CIEN
+538.9%
-428.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.6% |
| 7D | +3.5% | +15.3% | -11.8% | +4.0% |
| 30D | +12.5% | -22.0% | +34.5% | +11.7% |
| 3M | +9.6% | -36.6% | +46.2% | +8.3% |
| 6M | +25.3% | -51.5% | +76.8% | +23.7% |
| YTD | +40.3% | +20.0% | +20.3% | +41.3% |
| 1Y | +49.6% | +44.5% | +5.2% | +52.0% |
| 3Y | +110.8% | +539.0% | -428.3% | +118.3% |
| All | +110.8% | +538.9% | -428.1% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling