+35.6%
PFE vs CIEN
+49.1%
-13.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.3% | +11.9% | +2.4% |
| 7D | +4.6% | -25.0% | +29.6% | +3.9% |
| 30D | +12.3% | -30.1% | +42.5% | +11.7% |
| 3M | +21.2% | -33.8% | +55.0% | +20.5% |
| 6M | +21.1% | -49.4% | +70.5% | +20.7% |
| YTD | +30.0% | +16.4% | +13.6% | +26.0% |
| 1Y | +35.6% | +48.9% | -13.3% | +28.5% |
| All | +35.6% | +49.1% | -13.6% | +28.5% |
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 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