+187.4%
ABBV vs SCCO
+303.5%
-116.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.8% |
| 7D | +0.3% | -2.7% | +2.9% | +0.3% |
| 30D | +3.4% | -0.7% | +4.1% | +3.3% |
| 3M | +15.2% | +8.1% | +7.1% | +14.6% |
| 6M | +14.7% | +4.1% | +10.6% | +14.0% |
| YTD | +15.2% | +41.1% | -25.9% | +12.5% |
| 1Y | +20.4% | +95.6% | -75.2% | +15.3% |
| 3Y | +91.3% | +179.3% | -87.9% | +78.4% |
| All | +187.4% | +303.5% | -116.1% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling