+503.9%
CIFR vs REGN
-4.3%
+508.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.0% |
| 7D | -5.0% | -5.6% | +0.6% | -4.1% |
| 30D | -5.7% | -2.0% | -3.8% | -5.6% |
| 3M | -25.5% | +28.0% | -53.5% | -29.7% |
| 6M | +19.4% | +1.2% | +18.3% | +19.0% |
| YTD | +14.2% | +1.6% | +12.5% | +13.4% |
| 1Y | +69.0% | +38.2% | +30.8% | +53.1% |
| 3Y | +503.9% | -5.4% | +509.3% | +439.4% |
| All | +503.9% | -4.3% | +508.3% | +439.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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