+1,870.3%
BDX vs SCCO
+33,197.0%
-31,326.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.2% | +5.3% | -0.9% |
| 7D | -5.4% | -2.7% | -2.7% | -5.1% |
| 30D | -2.2% | -0.2% | -2.0% | -2.3% |
| 3M | +20.1% | +17.8% | +2.3% | +16.7% |
| 6M | +9.1% | +2.3% | +6.8% | +7.5% |
| YTD | +17.9% | +41.6% | -23.7% | +10.4% |
| 1Y | +22.1% | +101.9% | -79.8% | +8.4% |
| 3Y | -10.5% | +186.2% | -196.7% | -25.8% |
| 5Y | -2.6% | +309.7% | -312.3% | -24.6% |
| 10Y | +57.5% | +1,094.2% | -1,036.8% | +0.9% |
| All | +1,870.3% | +33,197.0% | -31,326.7% | +669.2% |
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