+61.0%
CIFR vs BIIB
-20.3%
+81.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.2% | -7.9% | -6.0% |
| 7D | -8.2% | -4.0% | -4.2% | -7.7% |
| 30D | -7.4% | +5.7% | -13.0% | -8.2% |
| 3M | -24.2% | +10.9% | -35.1% | -26.1% |
| 6M | +14.2% | +14.3% | -0.2% | +10.3% |
| YTD | +8.0% | +22.4% | -14.4% | +2.7% |
| 1Y | +55.5% | +51.1% | +4.4% | +41.0% |
| 3Y | +429.6% | -16.8% | +446.4% | +427.2% |
| 5Y | +20.8% | -28.1% | +48.9% | +17.4% |
| All | +61.0% | -20.3% | +81.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BIIB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling