-94.8%
UVXY vs BBIO
+154.4%
-249.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.8% |
| 7D | +2.8% | -3.2% | +6.0% | +1.2% |
| 30D | -11.4% | -13.6% | +2.2% | -17.7% |
| 3M | -41.5% | +7.2% | -48.8% | -38.6% |
| 6M | -61.0% | +1.5% | -62.5% | -59.3% |
| YTD | -49.8% | -5.3% | -44.6% | -48.5% |
| 1Y | -66.4% | +37.7% | -104.2% | -56.7% |
| 3Y | -94.8% | +153.9% | -248.7% | -88.6% |
| All | -94.8% | +154.4% | -249.2% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling