-21.2%
BSX vs SCCO
+177.0%
-198.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -10.1% | -2.7% | -7.4% | -9.9% |
| 30D | -16.4% | -0.7% | -15.7% | -16.4% |
| 3M | -8.9% | +8.1% | -17.0% | -9.8% |
| 6M | -38.3% | +4.1% | -42.4% | -38.9% |
| YTD | -54.9% | +41.1% | -96.1% | -56.8% |
| 1Y | -58.8% | +95.6% | -154.4% | -62.1% |
| 3Y | -21.2% | +179.3% | -200.5% | -31.6% |
| All | -21.2% | +177.0% | -198.3% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling