+224.4%
MRK vs CIEN
+1,531.8%
-1,307.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -0.8% |
| 7D | -4.3% | +8.9% | -13.1% | -4.8% |
| 30D | +8.3% | -19.1% | +27.4% | +9.7% |
| 3M | +20.0% | -21.5% | +41.5% | +21.4% |
| 6M | +25.7% | +2.8% | +22.8% | +23.2% |
| YTD | +38.7% | +49.5% | -10.7% | +31.3% |
| 1Y | +74.7% | +163.8% | -89.1% | +56.7% |
| 3Y | +45.4% | +615.8% | -570.5% | +14.5% |
| 5Y | +129.0% | +548.4% | -419.3% | +78.7% |
| All | +224.4% | +1,531.8% | -1,307.4% | +122.5% |
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