Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CIFR vs PFE✓SelectedUSD · PFECIFR vs PFE performance historyLatest closeAs of+2.13%09/04
Stock and ETF performance explorer

CIFR vs PFE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+79.2%
PFE return
+7.4%
Excess return
+71.8%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFEExcessAlpha
1D+2.1%-1.2%+3.4%+2.4%
7D+16.9%+1.8%+15.2%+16.5%
30D-5.2%+10.2%-15.4%-7.3%
3M-30.6%+12.7%-43.2%-32.8%
6M+10.6%+10.5%+0.1%+7.4%
YTD+20.2%+20.2%0.0%+13.9%
1Y+139.7%+24.1%+115.7%+123.3%
3Y+489.4%-3.6%+492.9%+462.2%
5Y+54.4%-20.9%+75.3%+50.4%
All+79.2%+7.4%+71.8%+75.6%

Cumulative growth

Daily Returns

Daily percentage return beside PFE.

Daily Out/Under-Performance

Portfolio return minus PFE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PFE 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 PFE 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