+70.7%
CIFR vs BIIB
-22.1%
+92.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -8.6% |
| 7D | +11.3% | -5.4% | +16.7% | +12.2% |
| 30D | +3.5% | +1.7% | +1.8% | +3.1% |
| 3M | -26.6% | +5.8% | -32.5% | -27.9% |
| 6M | +18.1% | +11.9% | +6.2% | +14.5% |
| YTD | +14.5% | +19.7% | -5.2% | +9.2% |
| 1Y | +83.3% | +46.7% | +36.5% | +67.0% |
| 3Y | +461.5% | -18.6% | +480.1% | +460.8% |
| 5Y | +29.3% | -29.8% | +59.1% | +26.1% |
| All | +70.7% | -22.1% | +92.8% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling