+24.3%
BMY vs UVXY
-99.7%
+124.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.4% |
| 7D | -4.8% | +2.8% | -7.6% | -4.6% |
| 30D | -0.1% | -11.4% | +11.3% | -0.5% |
| 3M | +13.1% | -41.5% | +54.6% | +11.0% |
| 6M | +8.4% | -61.0% | +69.5% | +5.2% |
| YTD | +22.0% | -49.8% | +71.8% | +19.9% |
| 1Y | +40.3% | -66.4% | +106.7% | +36.5% |
| 3Y | +20.5% | -94.8% | +115.3% | +13.7% |
| All | +24.3% | -99.7% | +124.0% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling