+504.9%
ABBV vs SCCO
+1,104.1%
-599.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +0.3% | -2.7% | +2.9% | +0.5% |
| 30D | +3.4% | -0.7% | +4.1% | +3.2% |
| 3M | +15.2% | +8.1% | +7.1% | +13.4% |
| 6M | +14.7% | +4.1% | +10.6% | +12.8% |
| YTD | +15.2% | +41.1% | -25.9% | +7.6% |
| 1Y | +20.4% | +95.6% | -75.2% | +6.6% |
| 3Y | +91.3% | +179.3% | -87.9% | +55.7% |
| 5Y | +189.6% | +308.3% | -118.7% | +112.2% |
| All | +504.9% | +1,104.1% | -599.2% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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