-61.0%
UVXY vs BMRN
+9.1%
-70.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.0% | -6.7% |
| 7D | +2.8% | -1.3% | +4.1% | +2.2% |
| 30D | -11.4% | -6.5% | -4.9% | -13.3% |
| 3M | -41.5% | +18.3% | -59.8% | -36.5% |
| 6M | -61.0% | +8.9% | -69.9% | -66.5% |
| All | -61.0% | +9.1% | -70.2% | -66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling