-64.4%
CIFR vs ABBV
+45.8%
-110.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.3% |
| 7D | +28.8% | +2.2% | +26.7% | +32.7% |
| 30D | -36.9% | +8.0% | -44.9% | -27.4% |
| 3M | -60.0% | +19.1% | -79.1% | -44.9% |
| 6M | -64.4% | +43.5% | -107.9% | -43.1% |
| All | -64.4% | +45.8% | -110.2% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling