-49.3%
VXX vs BMRN
+9.5%
-58.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.3% | -9.1% |
| 7D | -4.1% | +2.0% | -6.1% | -3.6% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | -19.8% | -5.9% | -13.9% | -20.6% |
| 6M | -40.5% | +3.0% | -43.5% | -39.6% |
| YTD | -35.5% | -3.9% | -31.7% | -35.3% |
| All | -49.3% | +9.5% | -58.8% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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