-94.8%
UVXY vs BMRN
-27.2%
-67.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.0% | -6.6% |
| 7D | +2.8% | -1.3% | +4.1% | +1.7% |
| 30D | -11.4% | -6.5% | -4.9% | -16.1% |
| 3M | -41.5% | +18.3% | -59.8% | -31.9% |
| 6M | -61.0% | +8.9% | -69.9% | -57.3% |
| YTD | -49.8% | +10.5% | -60.4% | -44.2% |
| 1Y | -66.4% | +17.5% | -83.9% | -59.5% |
| 3Y | -94.8% | -27.7% | -67.1% | -94.6% |
| All | -94.8% | -27.2% | -67.6% | -94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling