+29.3%
CIFR vs ABBV
+175.4%
-146.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.9% | -9.6% | -8.5% |
| 7D | +11.3% | -4.1% | +15.5% | +10.5% |
| 30D | +3.5% | +1.2% | +2.3% | +3.9% |
| 3M | -26.6% | +12.1% | -38.7% | -25.5% |
| 6M | +18.1% | +12.0% | +6.1% | +19.9% |
| YTD | +14.5% | +12.4% | +2.1% | +16.4% |
| 1Y | +83.3% | +22.9% | +60.4% | +85.9% |
| 3Y | +461.5% | +86.8% | +374.7% | +515.0% |
| 5Y | +29.3% | +181.0% | -151.7% | +13.0% |
| All | +29.3% | +175.4% | -146.1% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling