-2.5%
QCOM vs CIEN
+22.1%
-24.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.5% | +0.1% | +4.3% |
| 7D | +0.4% | -24.1% | +24.5% | +5.9% |
| 30D | -6.6% | -45.5% | +38.9% | +4.9% |
| 3M | +3.7% | -39.7% | +43.4% | +13.1% |
| 6M | -13.3% | -57.8% | +44.5% | +0.2% |
| YTD | -1.8% | +4.1% | -5.9% | +4.0% |
| 1Y | -2.5% | +20.8% | -23.3% | +0.1% |
| All | -2.5% | +22.1% | -24.6% | +0.1% |
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