-61.2%
UVXY vs INCY
+26.4%
-87.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.3% | +4.7% |
| 7D | +11.0% | -3.7% | +14.7% | +10.1% |
| 30D | -8.8% | +1.8% | -10.6% | -8.5% |
| 3M | -41.9% | +17.0% | -58.9% | -38.3% |
| 6M | -61.2% | +28.4% | -89.6% | -52.5% |
| All | -61.2% | +26.4% | -87.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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