-99.0%
VXX vs BIIB
-39.3%
-59.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.9% |
| 7D | +2.0% | -1.7% | +3.6% | +1.2% |
| 30D | -7.1% | +4.0% | -11.1% | -5.2% |
| 3M | -28.6% | +8.6% | -37.2% | -25.6% |
| 6M | -44.0% | +14.0% | -58.0% | -39.9% |
| YTD | -31.7% | +23.4% | -55.1% | -23.2% |
| 1Y | -46.3% | +45.9% | -92.2% | -34.1% |
| 3Y | -78.3% | -16.1% | -62.1% | -77.3% |
| 5Y | -95.8% | -27.6% | -68.3% | -95.5% |
| All | -99.0% | -39.3% | -59.6% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling