+70.2%
CIFR vs BMRN
-15.4%
+85.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | -5.0% | -1.3% | -3.7% | -4.7% |
| 30D | -5.7% | -6.5% | +0.8% | -3.7% |
| 3M | -25.5% | +18.3% | -43.8% | -30.9% |
| 6M | +19.4% | +8.9% | +10.5% | +13.7% |
| YTD | +14.2% | +10.5% | +3.6% | +7.3% |
| 1Y | +69.0% | +17.5% | +51.5% | +54.0% |
| 3Y | +503.9% | -27.7% | +531.7% | +551.2% |
| 5Y | +27.7% | -15.8% | +43.4% | +32.9% |
| All | +70.2% | -15.4% | +85.7% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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