-51.1%
VXX vs BIIB
+68.6%
-119.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.2% | -11.9% | -9.2% |
| 7D | -4.1% | +4.3% | -8.4% | -3.4% |
| 30D | -0.8% | +13.8% | -14.6% | +1.8% |
| 3M | -19.8% | +22.1% | -41.9% | -16.5% |
| 6M | -40.5% | +35.9% | -76.4% | -35.5% |
| YTD | -35.5% | +44.6% | -80.1% | -26.6% |
| 1Y | -51.1% | +70.4% | -121.5% | -39.9% |
| All | -51.1% | +68.6% | -119.7% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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