-27.8%
CIFR vs ABBV
+337.7%
-365.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.5% |
| 7D | +28.8% | +2.2% | +26.7% | +29.3% |
| 30D | -36.9% | +8.0% | -44.9% | -35.9% |
| 3M | -60.0% | +19.1% | -79.1% | -58.5% |
| 6M | -64.4% | +43.5% | -107.9% | -62.6% |
| YTD | -51.6% | +32.7% | -84.3% | -49.3% |
| 1Y | -58.9% | +30.0% | -88.9% | -56.9% |
| 3Y | +139.9% | +134.7% | +5.2% | +167.0% |
| 5Y | -15.1% | +200.7% | -215.7% | -7.2% |
| All | -27.8% | +337.7% | -365.5% | -22.1% |
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