+26.9%
CIFR vs REGN
+21.2%
+5.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.0% |
| 7D | -5.0% | -5.6% | +0.6% | -3.9% |
| 30D | -5.7% | -2.0% | -3.8% | -5.5% |
| 3M | -25.5% | +28.0% | -53.5% | -30.2% |
| 6M | +19.4% | +1.2% | +18.3% | +18.6% |
| YTD | +14.2% | +1.6% | +12.5% | +12.9% |
| 1Y | +69.0% | +38.2% | +30.8% | +52.3% |
| 3Y | +503.9% | -5.4% | +509.3% | +492.5% |
| All | +26.9% | +21.2% | +5.7% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling