-61.9%
CIFR vs ABBV
+38.7%
-100.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.4% | +8.5% | +9.2% |
| 7D | +9.4% | +0.1% | +9.3% | +8.7% |
| 30D | -45.3% | +5.6% | -50.9% | -41.8% |
| 3M | -58.7% | +18.7% | -77.4% | -50.5% |
| 6M | -64.9% | +47.4% | -112.3% | -53.9% |
| YTD | -51.8% | +33.0% | -84.8% | -39.3% |
| 1Y | -61.9% | +34.9% | -96.8% | -50.3% |
| All | -61.9% | +38.7% | -100.6% | -50.3% |
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