+53.3%
NVS vs SCCO
+177.0%
-123.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -14.3% | -2.7% | -11.6% | -14.2% |
| 30D | -10.0% | -0.7% | -9.2% | -10.1% |
| 3M | -10.9% | +8.1% | -19.0% | -11.8% |
| 6M | -12.0% | +4.1% | -16.1% | -13.0% |
| YTD | +2.5% | +41.1% | -38.6% | -1.0% |
| 1Y | +10.7% | +95.6% | -84.9% | +4.5% |
| 3Y | +53.3% | +179.3% | -126.0% | +42.6% |
| All | +53.3% | +177.0% | -123.7% | +42.6% |
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