+97.5%
REGN vs SCCO
+1,104.1%
-1,006.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -5.6% | -2.7% | -2.9% | -5.2% |
| 30D | -2.0% | -0.7% | -1.2% | -2.0% |
| 3M | +28.0% | +8.1% | +19.9% | +25.7% |
| 6M | +1.2% | +4.1% | -3.0% | -0.7% |
| YTD | +1.6% | +41.1% | -39.5% | -5.7% |
| 1Y | +38.2% | +95.6% | -57.3% | +20.9% |
| 3Y | -5.4% | +179.3% | -184.6% | -23.9% |
| 5Y | +21.3% | +308.3% | -287.0% | -11.4% |
| All | +97.5% | +1,104.1% | -1,006.6% | +4.3% |
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