+45.4%
MRK vs CIEN
+624.4%
-579.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -0.6% |
| 7D | -4.3% | +8.9% | -13.1% | -4.3% |
| 30D | +8.3% | -19.1% | +27.4% | +8.4% |
| 3M | +20.0% | -21.5% | +41.5% | +20.2% |
| 6M | +25.7% | +2.8% | +22.8% | +24.9% |
| YTD | +38.7% | +49.5% | -10.7% | +37.8% |
| 1Y | +74.7% | +163.8% | -89.1% | +73.3% |
| 3Y | +45.4% | +615.8% | -570.5% | +43.1% |
| All | +45.4% | +624.4% | -579.1% | +43.1% |
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