+101.3%
REGN vs VXX
-99.0%
+200.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -2.0% |
| 7D | -5.6% | +2.0% | -7.6% | -5.3% |
| 30D | -2.0% | -7.1% | +5.1% | -2.8% |
| 3M | +28.0% | -28.6% | +56.6% | +22.8% |
| 6M | +1.2% | -44.0% | +45.1% | -5.3% |
| YTD | +1.6% | -31.7% | +33.4% | -1.8% |
| 1Y | +38.2% | -46.3% | +84.6% | +30.2% |
| 3Y | -5.4% | -78.3% | +72.9% | -14.6% |
| 5Y | +21.3% | -95.8% | +117.1% | -8.3% |
| All | +101.3% | -99.0% | +200.3% | +44.1% |
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