+4,059.6%
AMGN vs SCCO
+35,790.2%
-31,730.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -11.6% | +2.4% | -14.1% | -12.1% |
| 30D | -5.7% | +6.4% | -12.1% | -6.8% |
| 3M | +14.2% | +21.6% | -7.3% | +10.0% |
| 6M | +5.2% | +13.4% | -8.2% | +1.9% |
| YTD | +22.0% | +52.6% | -30.6% | +11.6% |
| 1Y | +43.6% | +122.4% | -78.7% | +23.0% |
| 3Y | +65.0% | +208.5% | -143.5% | +31.0% |
| 5Y | +112.0% | +353.9% | -241.9% | +54.0% |
| 10Y | +216.6% | +1,187.3% | -970.7% | +85.2% |
| All | +4,059.6% | +35,790.2% | -31,730.6% | +1,149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling