-12.8%
NVO vs CIEN
+179.1%
-192.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | +2.2% | -15.2% | +17.3% | +2.5% |
| 30D | +6.0% | -21.5% | +27.5% | +6.5% |
| 3M | +7.9% | -40.1% | +47.9% | +10.0% |
| 6M | +27.1% | -6.6% | +33.6% | +21.8% |
| YTD | -3.8% | +37.3% | -41.1% | -13.0% |
| 1Y | -12.8% | +174.5% | -187.4% | -38.1% |
| All | -12.8% | +179.1% | -192.0% | -38.1% |
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 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