-99.0%
VXX vs NBIX
+76.3%
-175.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.4% |
| 7D | +2.0% | +0.4% | +1.6% | +2.2% |
| 30D | -7.1% | -0.2% | -6.9% | -7.1% |
| 3M | -28.6% | -4.0% | -24.6% | -30.1% |
| 6M | -44.0% | +20.6% | -64.6% | -36.2% |
| YTD | -31.7% | +10.1% | -41.9% | -25.7% |
| 1Y | -46.3% | +8.8% | -55.1% | -41.2% |
| 3Y | -78.3% | +42.5% | -120.7% | -67.7% |
| 5Y | -95.8% | +61.5% | -157.3% | -92.8% |
| All | -99.0% | +76.3% | -175.3% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling