-100.0%
UVXY vs NBIX
+2,730.1%
-2,830.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.9% |
| 7D | +2.8% | +0.4% | +2.4% | +3.0% |
| 30D | -11.4% | -0.2% | -11.2% | -11.4% |
| 3M | -41.5% | -4.0% | -37.5% | -43.0% |
| 6M | -61.0% | +20.6% | -81.6% | -55.0% |
| YTD | -49.8% | +10.1% | -60.0% | -44.6% |
| 1Y | -66.4% | +8.8% | -75.2% | -62.5% |
| 3Y | -94.8% | +42.5% | -137.2% | -91.6% |
| 5Y | -99.7% | +61.5% | -161.2% | -99.4% |
| 10Y | -100.0% | +217.6% | -317.6% | -100.0% |
| All | -100.0% | +2,730.1% | -2,830.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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