+819.6%
MRK vs CIEN
+177.9%
+641.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +1.3% | -15.2% | +16.5% | +2.2% |
| 30D | +17.1% | -21.5% | +38.6% | +18.5% |
| 3M | +25.9% | -40.1% | +66.0% | +28.9% |
| 6M | +26.8% | -6.6% | +33.4% | +26.0% |
| YTD | +44.9% | +37.3% | +7.7% | +40.5% |
| 1Y | +84.8% | +174.5% | -89.7% | +71.9% |
| 3Y | +50.1% | +562.3% | -512.2% | +30.8% |
| 5Y | +127.4% | +463.9% | -336.5% | +98.2% |
| 10Y | +240.0% | +1,302.4% | -1,062.4% | +177.5% |
| All | +819.6% | +177.9% | +641.6% | +527.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling