-100.0%
UVXY vs BBIO
+136.7%
-236.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.8% |
| 7D | +2.8% | -3.2% | +6.0% | +1.7% |
| 30D | -11.4% | -13.6% | +2.2% | -15.8% |
| 3M | -41.5% | +7.2% | -48.8% | -39.5% |
| 6M | -61.0% | +1.5% | -62.5% | -59.8% |
| YTD | -49.8% | -5.3% | -44.6% | -48.7% |
| 1Y | -66.4% | +37.7% | -104.2% | -60.0% |
| 3Y | -94.8% | +153.9% | -248.7% | -90.8% |
| 5Y | -99.7% | +43.9% | -143.6% | -99.3% |
| All | -100.0% | +136.7% | -236.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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