+515.0%
CIFR vs BIIB
-19.0%
+533.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +5.1% |
| 7D | +26.7% | -1.6% | +28.3% | +27.1% |
| 30D | +7.7% | +2.2% | +5.5% | +7.0% |
| 3M | -23.8% | +10.3% | -34.1% | -27.4% |
| 6M | +35.9% | +14.9% | +21.0% | +26.4% |
| YTD | +25.4% | +20.7% | +4.7% | +13.0% |
| 1Y | +139.8% | +50.3% | +89.4% | +87.4% |
| 3Y | +515.0% | -18.0% | +532.9% | +685.0% |
| All | +515.0% | -19.0% | +533.9% | +685.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling