+1,129.0%
ABBV vs UVXY
-100.0%
+1,229.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | +1.1% |
| 7D | -4.1% | +2.3% | -6.4% | -3.9% |
| 30D | +1.2% | -15.0% | +16.2% | -0.1% |
| 3M | +12.1% | -39.8% | +51.9% | +7.8% |
| 6M | +12.0% | -60.0% | +72.1% | +4.9% |
| YTD | +12.4% | -48.8% | +61.3% | +8.4% |
| 1Y | +22.9% | -67.3% | +90.2% | +15.0% |
| 3Y | +86.8% | -94.8% | +181.6% | +65.2% |
| 5Y | +181.0% | -99.7% | +280.7% | +109.2% |
| 10Y | +497.0% | -100.0% | +597.0% | +221.4% |
| All | +1,129.0% | -100.0% | +1,229.0% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling