+84.6%
MRK vs CIEN
+49.1%
+35.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -9.3% | +13.2% | +3.9% |
| 7D | +6.7% | -25.0% | +31.7% | +6.7% |
| 30D | +7.8% | -30.1% | +37.9% | +7.8% |
| 3M | +18.2% | -33.8% | +51.9% | +18.3% |
| 6M | +34.7% | -49.4% | +84.1% | +34.9% |
| YTD | +45.8% | +16.4% | +29.4% | +44.6% |
| 1Y | +84.6% | +48.9% | +35.7% | +82.7% |
| All | +84.6% | +49.1% | +35.4% | +82.7% |
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