+103.4%
AMGN vs SCCO
+303.5%
-200.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -13.7% | -2.7% | -11.0% | -13.5% |
| 30D | -8.8% | -0.7% | -8.1% | -8.9% |
| 3M | +7.2% | +8.1% | -0.9% | +6.1% |
| 6M | +1.3% | +4.1% | -2.8% | +0.1% |
| YTD | +17.6% | +41.1% | -23.5% | +12.2% |
| 1Y | +37.2% | +95.6% | -58.4% | +26.3% |
| 3Y | +57.7% | +179.3% | -121.5% | +38.6% |
| All | +103.4% | +303.5% | -200.1% | +70.1% |
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