+229.2%
BMY vs UVXY
-100.0%
+329.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -0.7% |
| 7D | -6.4% | +11.0% | -17.4% | -5.7% |
| 30D | +0.2% | -8.8% | +9.0% | -0.3% |
| 3M | +16.0% | -41.9% | +57.9% | +12.2% |
| 6M | +8.3% | -61.2% | +69.5% | +2.8% |
| YTD | +22.2% | -46.2% | +68.4% | +19.3% |
| 1Y | +41.7% | -65.2% | +106.9% | +35.4% |
| 3Y | +20.7% | -94.6% | +115.3% | +10.3% |
| 5Y | +23.9% | -99.7% | +123.6% | -1.0% |
| 10Y | +62.9% | -100.0% | +162.9% | +1.6% |
| All | +229.2% | -100.0% | +329.2% | +31.3% |
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