+19,183.6%
GILD vs SCCO
+33,085.5%
-13,902.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.8% | -2.7% | -2.2% | -4.5% |
| 30D | +5.8% | -0.7% | +6.5% | +5.6% |
| 3M | +14.9% | +8.1% | +6.8% | +12.5% |
| 6M | -0.4% | +4.1% | -4.5% | -2.5% |
| YTD | +18.5% | +41.1% | -22.6% | +8.8% |
| 1Y | +25.1% | +95.6% | -70.4% | +7.6% |
| 3Y | +105.9% | +179.3% | -73.4% | +61.0% |
| 5Y | +143.0% | +308.3% | -165.3% | +71.7% |
| 10Y | +162.4% | +1,090.2% | -927.9% | +41.7% |
| All | +19,183.6% | +33,085.5% | -13,902.0% | +4,220.7% |
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