-78.3%
VXX vs INCY
+89.7%
-168.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -5.0% |
| 7D | +2.0% | -4.2% | +6.1% | -0.1% |
| 30D | -7.1% | +0.6% | -7.7% | -6.7% |
| 3M | -28.6% | +12.6% | -41.3% | -24.0% |
| 6M | -44.0% | +28.3% | -72.3% | -35.1% |
| YTD | -31.7% | +23.0% | -54.7% | -21.7% |
| 1Y | -46.3% | +41.0% | -87.3% | -33.0% |
| 3Y | -78.3% | +88.6% | -166.8% | -61.3% |
| All | -78.3% | +89.7% | -168.0% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling