-3.1%
NVO vs CIEN
+544.2%
-547.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.6% | -2.4% |
| 7D | -7.6% | +8.9% | -16.5% | -8.0% |
| 30D | -6.0% | -19.1% | +13.1% | -4.9% |
| 3M | -0.8% | -21.5% | +20.7% | +0.2% |
| 6M | +16.5% | +2.8% | +13.6% | +13.8% |
| YTD | -11.1% | +49.5% | -60.6% | -16.5% |
| 1Y | -16.7% | +163.8% | -180.5% | -25.7% |
| 3Y | -52.9% | +615.8% | -668.7% | -63.3% |
| All | -3.1% | +544.2% | -547.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling