-1.9%
BDX vs SCCO
+303.5%
-305.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -3.2% | -2.7% | -0.5% | -2.9% |
| 30D | -2.5% | -0.7% | -1.8% | -2.6% |
| 3M | +21.4% | +8.1% | +13.3% | +20.1% |
| 6M | +10.4% | +4.1% | +6.3% | +9.1% |
| YTD | +18.8% | +41.1% | -22.3% | +12.7% |
| 1Y | +21.7% | +95.6% | -73.9% | +10.8% |
| 3Y | -10.0% | +179.3% | -189.2% | -23.2% |
| All | -1.9% | +303.5% | -305.5% | -21.9% |
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