-71.1%
CIFR vs ABBV
+43.0%
-114.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.1% | -23.0% | -16.7% |
| 7D | -26.7% | +3.1% | -29.8% | -23.5% |
| 30D | -58.0% | +11.6% | -69.6% | -52.5% |
| 3M | -68.1% | +21.7% | -89.8% | -60.6% |
| 6M | -63.7% | +43.5% | -107.2% | -51.7% |
| YTD | -56.0% | +32.9% | -88.9% | -43.8% |
| 1Y | -71.1% | +40.7% | -111.8% | -58.9% |
| All | -71.1% | +43.0% | -114.1% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling