+138.2%
CIFR vs ABBV
+135.2%
+3.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.0% |
| 7D | +4.8% | +1.3% | +3.5% | +5.1% |
| 30D | -31.0% | +4.7% | -35.7% | -30.2% |
| 3M | -58.7% | +18.3% | -77.1% | -57.3% |
| 6M | -67.7% | +43.4% | -111.1% | -67.0% |
| YTD | -53.5% | +33.0% | -86.5% | -52.1% |
| 1Y | -54.1% | +30.8% | -84.9% | -52.6% |
| 3Y | +138.2% | +135.1% | +3.1% | +245.2% |
| All | +138.2% | +135.2% | +3.0% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling