+54.3%
QCOM vs CIEN
+566.4%
-512.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +3.3% | -15.2% | +18.5% | +7.4% |
| 30D | +7.7% | -21.5% | +29.2% | +13.5% |
| 3M | -30.1% | -40.1% | +10.0% | -21.5% |
| 6M | +22.8% | -6.6% | +29.4% | +22.6% |
| YTD | +0.2% | +37.3% | -37.1% | -10.4% |
| 1Y | +7.9% | +174.5% | -166.7% | -21.8% |
| All | +54.3% | +566.4% | -512.1% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling