+7,829.3%
QCOM vs CIEN
+133.2%
+7,696.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.7% | -7.0% | +1.0% |
| 7D | +5.8% | -5.3% | +11.1% | +6.9% |
| 30D | -2.3% | -40.1% | +37.8% | +10.0% |
| 3M | +2.7% | -34.7% | +37.4% | +11.8% |
| 6M | -21.0% | -50.9% | +29.8% | -8.6% |
| YTD | +1.8% | +15.2% | -13.3% | -7.2% |
| 1Y | +2.4% | +35.2% | -32.7% | -11.0% |
| 3Y | +52.1% | +522.6% | -470.4% | -13.4% |
| 5Y | +14.6% | +344.2% | -329.6% | -29.7% |
| 10Y | +230.9% | +1,188.7% | -957.8% | +49.1% |
| All | +7,829.3% | +133.2% | +7,696.2% | +2,707.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling