+256.4%
BSX vs SCCO
+33,197.0%
-32,940.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.2% | +3.1% | -2.6% |
| 7D | -8.2% | -2.7% | -5.5% | -7.7% |
| 30D | -15.8% | -0.2% | -15.6% | -16.0% |
| 3M | -10.8% | +17.8% | -28.6% | -14.9% |
| 6M | -38.4% | +2.3% | -40.6% | -39.8% |
| YTD | -54.8% | +41.6% | -96.4% | -59.3% |
| 1Y | -59.0% | +101.9% | -160.9% | -66.2% |
| 3Y | -20.0% | +186.2% | -206.2% | -40.9% |
| 5Y | -3.1% | +309.7% | -312.7% | -35.9% |
| 10Y | +83.3% | +1,094.2% | -1,010.9% | -9.5% |
| All | +256.4% | +33,197.0% | -32,940.6% | -4.0% |
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 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