+24.3%
BMY vs SCCO
+303.5%
-279.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | -4.8% | -2.7% | -2.1% | -4.7% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | +13.1% | +8.1% | +5.0% | +12.7% |
| 6M | +8.4% | +4.1% | +4.3% | +7.8% |
| YTD | +22.0% | +41.1% | -19.2% | +19.8% |
| 1Y | +40.3% | +95.6% | -55.3% | +35.9% |
| 3Y | +20.5% | +179.3% | -158.7% | +13.8% |
| All | +24.3% | +303.5% | -279.2% | +15.3% |
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