-78.3%
VXX vs BMRN
-27.2%
-51.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.5% | -4.1% |
| 7D | +2.0% | -1.3% | +3.3% | +1.2% |
| 30D | -7.1% | -6.5% | -0.6% | -10.4% |
| 3M | -28.6% | +18.3% | -46.9% | -20.9% |
| 6M | -44.0% | +8.9% | -52.9% | -40.4% |
| YTD | -31.7% | +10.5% | -42.3% | -26.7% |
| 1Y | -46.3% | +17.5% | -63.8% | -39.1% |
| 3Y | -78.3% | -27.7% | -50.5% | -78.7% |
| All | -78.3% | -27.2% | -51.1% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling