+40.7%
ABBV vs UVXY
-70.8%
+111.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -14.1% | +17.2% | +2.9% |
| 7D | +3.1% | -6.3% | +9.4% | +3.0% |
| 30D | +11.6% | -2.7% | +14.3% | +11.5% |
| 3M | +21.7% | -29.9% | +51.6% | +21.1% |
| 6M | +43.5% | -56.5% | +100.0% | +41.1% |
| YTD | +32.9% | -54.8% | +87.7% | +29.2% |
| 1Y | +40.7% | -70.5% | +111.2% | +37.2% |
| All | +40.7% | -70.8% | +111.4% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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