+174.9%
NVS vs SCCO
+1,104.1%
-929.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -14.3% | -2.7% | -11.6% | -14.1% |
| 30D | -10.0% | -0.7% | -9.2% | -10.1% |
| 3M | -10.9% | +8.1% | -19.0% | -12.4% |
| 6M | -12.0% | +4.1% | -16.1% | -13.4% |
| YTD | +2.5% | +41.1% | -38.6% | -4.0% |
| 1Y | +10.7% | +95.6% | -84.9% | -1.5% |
| 3Y | +53.3% | +179.3% | -126.0% | +26.1% |
| 5Y | +93.6% | +308.3% | -214.7% | +45.2% |
| All | +174.9% | +1,104.1% | -929.2% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling