+505.7%
CIFR vs BMRN
-28.6%
+534.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | +11.3% | -3.8% | +15.2% | +12.8% |
| 30D | +3.5% | -6.5% | +10.0% | +5.9% |
| 3M | -26.6% | +11.2% | -37.9% | -30.5% |
| 6M | +18.1% | +5.8% | +12.3% | +13.5% |
| YTD | +14.5% | +8.4% | +6.1% | +7.8% |
| 1Y | +83.3% | +15.7% | +67.6% | +65.2% |
| All | +505.7% | -28.6% | +534.3% | +560.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling