+40.9%
REGN vs VXX
-36.4%
+77.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +30.1% | -33.1% | -1.1% |
| 7D | +10.3% | +27.5% | -17.2% | +12.4% |
| 30D | +22.2% | +32.5% | -10.3% | +25.2% |
| 3M | +17.6% | +8.2% | +9.4% | +17.7% |
| 6M | +28.9% | -22.7% | +51.6% | +24.3% |
| YTD | +17.4% | -16.1% | +33.6% | +12.2% |
| 1Y | +40.9% | -34.0% | +74.9% | +38.4% |
| All | +40.9% | -36.4% | +77.3% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling