-37.3%
VXX vs NBIX
+7.0%
-44.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.2% | +0.1% |
| 7D | +14.3% | +12.7% | +1.6% | +19.1% |
| 30D | +29.9% | +14.7% | +15.1% | +36.3% |
| 3M | +8.5% | +3.0% | +5.5% | +10.0% |
| 6M | -21.8% | +12.0% | -33.8% | -15.8% |
| YTD | -17.1% | +16.1% | -33.2% | -7.3% |
| 1Y | -37.3% | +6.4% | -43.6% | -33.1% |
| All | -37.3% | +7.0% | -44.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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