+70.7%
CIFR vs REGN
+40.1%
+30.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | +11.3% | -5.2% | +16.5% | +12.4% |
| 30D | +3.5% | +0.1% | +3.4% | +3.3% |
| 3M | -26.6% | +31.2% | -57.9% | -31.1% |
| 6M | +18.1% | +3.6% | +14.5% | +16.8% |
| YTD | +14.5% | +5.0% | +9.5% | +12.6% |
| 1Y | +83.3% | +45.9% | +37.4% | +65.1% |
| 3Y | +461.5% | -1.9% | +463.3% | +446.9% |
| 5Y | +29.3% | +26.2% | +3.1% | +11.1% |
| All | +70.7% | +40.1% | +30.6% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling