-94.8%
UVXY vs BIIB
-16.5%
-78.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -6.1% |
| 7D | +2.8% | -1.7% | +4.5% | +1.4% |
| 30D | -11.4% | +4.0% | -15.3% | -8.0% |
| 3M | -41.5% | +8.6% | -50.1% | -37.3% |
| 6M | -61.0% | +14.0% | -75.0% | -55.8% |
| YTD | -49.8% | +23.4% | -73.2% | -36.4% |
| 1Y | -66.4% | +45.9% | -112.3% | -47.8% |
| 3Y | -94.8% | -16.1% | -78.6% | -94.2% |
| All | -94.8% | -16.5% | -78.2% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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