Why do bullies say you have a "victim complex" and blame you?

This girl in my group of friends has relentlessly bullied me this year. She makes fun of my looks, tells people I'm "pathetic for my mental health issues" and set me up in front of a group of people to be embarrassed. I stood up for myself and told her to stop being a bully, because it's embarrassing, and she said "Stop having such a victim complex, no one is bullying you." What should I do?
Why do bullies say you have a "victim complex" and blame you?
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