+216.5%
AZN vs SCCO
+1,104.1%
-887.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -1.6% | -2.7% | +1.1% | -1.3% |
| 30D | +1.1% | -0.7% | +1.8% | +1.0% |
| 3M | -12.1% | +8.1% | -20.2% | -13.4% |
| 6M | -17.1% | +4.1% | -21.3% | -18.4% |
| YTD | -12.0% | +41.1% | -53.1% | -17.4% |
| 1Y | -0.2% | +95.6% | -95.8% | -11.0% |
| 3Y | +26.8% | +179.3% | -152.5% | +5.0% |
| 5Y | +56.9% | +308.3% | -251.4% | +20.1% |
| All | +216.5% | +1,104.1% | -887.6% | +109.0% |
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