-100.0%
UVXY vs INCY
+813.2%
-913.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.3% | +3.1% |
| 7D | +11.0% | -3.7% | +14.7% | +7.2% |
| 30D | -8.8% | +1.8% | -10.6% | -6.8% |
| 3M | -41.9% | +17.0% | -58.9% | -32.6% |
| 6M | -61.2% | +28.4% | -89.6% | -49.7% |
| YTD | -46.2% | +24.8% | -71.0% | -30.4% |
| 1Y | -65.2% | +42.9% | -108.1% | -47.7% |
| 3Y | -94.6% | +92.7% | -187.3% | -87.1% |
| 5Y | -99.7% | +73.3% | -173.0% | -99.2% |
| 10Y | -100.0% | +55.8% | -155.8% | -100.0% |
| All | -100.0% | +813.2% | -913.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling