-28.2%
CIFR vs BIIB
-6.3%
-21.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.9% |
| 7D | +9.4% | -0.4% | +9.8% | +9.6% |
| 30D | -45.3% | +10.5% | -55.8% | -46.1% |
| 3M | -58.7% | +24.3% | -83.0% | -60.0% |
| 6M | -64.9% | +28.0% | -93.0% | -66.6% |
| YTD | -51.8% | +44.0% | -95.8% | -55.3% |
| 1Y | -61.9% | +58.8% | -120.7% | -65.4% |
| 3Y | +138.6% | +12.7% | +125.9% | +127.4% |
| 5Y | -13.0% | -4.9% | -8.0% | -17.3% |
| All | -28.2% | -6.3% | -21.9% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling