+504.9%
ABBV vs UVXY
-100.0%
+604.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | +0.3% |
| 7D | +0.3% | +2.8% | -2.5% | +0.5% |
| 30D | +3.4% | -11.4% | +14.7% | +2.5% |
| 3M | +15.2% | -41.5% | +56.7% | +10.8% |
| 6M | +14.7% | -61.0% | +75.7% | +7.7% |
| YTD | +15.2% | -49.8% | +65.0% | +11.2% |
| 1Y | +20.4% | -66.4% | +86.8% | +13.5% |
| 3Y | +91.3% | -94.8% | +186.1% | +70.7% |
| 5Y | +189.6% | -99.7% | +289.3% | +116.5% |
| All | +504.9% | -100.0% | +604.9% | +228.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling