+78.8%
JNJ vs CIEN
+600.5%
-521.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -3.0% | -4.6% | +1.6% | -3.1% |
| 30D | +2.5% | -12.8% | +15.3% | +2.2% |
| 3M | +13.2% | -23.1% | +36.3% | +12.7% |
| 6M | +11.3% | +6.1% | +5.2% | +11.3% |
| YTD | +31.1% | +44.5% | -13.4% | +32.3% |
| 1Y | +54.3% | +176.6% | -122.3% | +60.3% |
| All | +78.8% | +600.5% | -521.7% | +82.6% |
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