+70.2%
CIFR vs AMGN
+96.4%
-26.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.1% |
| 7D | -5.0% | -13.7% | +8.7% | -1.4% |
| 30D | -5.7% | -8.8% | +3.1% | -4.0% |
| 3M | -25.5% | +7.2% | -32.7% | -29.2% |
| 6M | +19.4% | +1.3% | +18.2% | +16.1% |
| YTD | +14.2% | +17.6% | -3.5% | +4.0% |
| 1Y | +69.0% | +37.2% | +31.8% | +43.7% |
| 3Y | +503.9% | +57.7% | +446.2% | +383.9% |
| 5Y | +27.7% | +106.3% | -78.6% | -5.5% |
| All | +70.2% | +96.4% | -26.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 10y: compounded portfolio wealth divided by compounded AMGN 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…
10y analysis · Full analysis span regression · 6 months rolling