-30.7%
CIFR vs BIIB
-6.3%
-24.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -4.2% |
| 7D | +4.8% | +2.0% | +2.8% | +4.5% |
| 30D | -31.0% | +8.8% | -39.8% | -31.9% |
| 3M | -58.7% | +20.3% | -79.0% | -59.9% |
| 6M | -67.7% | +23.9% | -91.6% | -69.0% |
| YTD | -53.5% | +44.0% | -97.5% | -56.9% |
| 1Y | -54.1% | +53.8% | -107.9% | -57.9% |
| 3Y | +138.2% | +13.8% | +124.4% | +126.7% |
| 5Y | -18.5% | -6.3% | -12.2% | -22.6% |
| All | -30.7% | -6.3% | -24.4% | -34.5% |
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