-70.5%
UVXY vs BMRN
+8.7%
-79.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +2.6% | -16.8% | -13.2% |
| 7D | -6.3% | +2.0% | -8.3% | -5.5% |
| 30D | -2.7% | -0.7% | -2.0% | -2.7% |
| 3M | -29.9% | -5.9% | -24.0% | -31.0% |
| 6M | -56.5% | +3.0% | -59.5% | -55.5% |
| YTD | -54.8% | -3.9% | -50.9% | -54.5% |
| 1Y | -70.5% | +8.8% | -79.3% | -67.9% |
| All | -70.5% | +8.7% | -79.2% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 1y: compounded portfolio wealth divided by compounded BMRN 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…
1y analysis · Full analysis span regression · 6 months rolling