+1,076.7%
NVS vs SCCO
+37,687.7%
-36,611.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -15.4% | +2.4% | -17.8% | -15.8% |
| 30D | -12.3% | +6.4% | -18.7% | -13.2% |
| 3M | -7.8% | +21.6% | -29.4% | -10.7% |
| 6M | -13.0% | +13.4% | -26.4% | -15.3% |
| YTD | +2.8% | +52.6% | -49.9% | -4.5% |
| 1Y | +10.6% | +122.4% | -111.7% | -2.7% |
| 3Y | +55.1% | +208.5% | -153.4% | +27.8% |
| 5Y | +91.7% | +353.9% | -262.2% | +46.7% |
| 10Y | +181.2% | +1,187.3% | -1,006.0% | +79.7% |
| All | +1,076.7% | +37,687.7% | -36,611.0% | +392.1% |
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