+61.0%
CIFR vs ABBV
+276.8%
-215.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.3% | -5.4% |
| 7D | -8.2% | -2.0% | -6.2% | -8.5% |
| 30D | -7.4% | +2.0% | -9.3% | -6.9% |
| 3M | -24.2% | +14.2% | -38.3% | -23.0% |
| 6M | +14.2% | +14.1% | +0.1% | +15.9% |
| YTD | +8.0% | +14.2% | -6.2% | +9.8% |
| 1Y | +55.5% | +24.2% | +31.3% | +57.6% |
| 3Y | +429.6% | +89.8% | +339.8% | +463.3% |
| 5Y | +20.8% | +187.2% | -166.4% | +26.3% |
| All | +61.0% | +276.8% | -215.8% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling