-78.3%
VXX vs BIIB
-16.5%
-61.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.8% |
| 7D | +2.0% | -1.7% | +3.6% | +1.1% |
| 30D | -7.1% | +4.0% | -11.1% | -4.8% |
| 3M | -28.6% | +8.6% | -37.2% | -24.9% |
| 6M | -44.0% | +14.0% | -58.0% | -38.7% |
| YTD | -31.7% | +23.4% | -55.1% | -19.7% |
| 1Y | -46.3% | +45.9% | -92.2% | -27.5% |
| 3Y | -78.3% | -16.1% | -62.1% | -77.2% |
| All | -78.3% | -16.5% | -61.7% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling