+36.9%
BMY vs VXX
-99.0%
+135.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.6% |
| 7D | -4.8% | +2.0% | -6.7% | -4.6% |
| 30D | -0.1% | -7.1% | +7.0% | -0.7% |
| 3M | +13.1% | -28.6% | +41.7% | +9.7% |
| 6M | +8.4% | -44.0% | +52.4% | +3.2% |
| YTD | +22.0% | -31.7% | +53.7% | +18.8% |
| 1Y | +40.3% | -46.3% | +86.6% | +34.2% |
| 3Y | +20.5% | -78.3% | +98.8% | +10.8% |
| 5Y | +23.7% | -95.8% | +119.5% | -2.2% |
| All | +36.9% | -99.0% | +135.9% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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