+14.1%
QCOM vs CIEN
+356.6%
-342.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +1.9% | -1.2% |
| 7D | +4.3% | +15.3% | -11.0% | -0.3% |
| 30D | -0.1% | -22.0% | +21.9% | +6.6% |
| 3M | +5.2% | -36.6% | +41.9% | +17.6% |
| 6M | -18.4% | -51.5% | +33.1% | -2.3% |
| YTD | +2.4% | +20.0% | -17.5% | -11.6% |
| 1Y | +0.9% | +44.5% | -43.6% | -19.3% |
| 3Y | +48.4% | +539.0% | -490.7% | -42.2% |
| All | +14.1% | +356.6% | -342.5% | -44.8% |
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