-51.1%
VXX vs INCY
+20.6%
-71.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.5% | -14.1% | -8.3% |
| 7D | -4.1% | +5.1% | -9.2% | -2.6% |
| 30D | -0.8% | +7.6% | -8.5% | +1.4% |
| 3M | -19.8% | +1.9% | -21.7% | -19.5% |
| 6M | -40.5% | +26.5% | -67.0% | -33.0% |
| YTD | -35.5% | +24.4% | -59.9% | -25.5% |
| 1Y | -51.1% | +19.4% | -70.5% | -44.8% |
| All | -51.1% | +20.6% | -71.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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