+52.3%
BDX vs SCCO
+43.0%
+9.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.6% | +5.5% |
| 7D | +7.2% | -7.9% | +15.1% | +7.5% |
| 30D | +15.8% | -13.0% | +28.8% | +16.4% |
| 3M | +23.7% | -6.9% | +30.6% | +23.9% |
| 6M | +44.8% | +11.0% | +33.9% | +41.8% |
| YTD | +39.8% | +30.3% | +9.5% | +30.4% |
| 1Y | +52.3% | +45.0% | +7.3% | +41.0% |
| All | +52.3% | +43.0% | +9.4% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling