+6,027.1%
REGN vs SCCO
+33,085.5%
-27,058.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -5.6% | -2.7% | -2.9% | -5.0% |
| 30D | -2.0% | -0.7% | -1.2% | -2.1% |
| 3M | +28.0% | +8.1% | +19.9% | +24.1% |
| 6M | +1.2% | +4.1% | -3.0% | -1.9% |
| YTD | +1.6% | +41.1% | -39.5% | -10.2% |
| 1Y | +38.2% | +95.6% | -57.3% | +11.1% |
| 3Y | -5.4% | +179.3% | -184.6% | -33.6% |
| 5Y | +21.3% | +308.3% | -287.0% | -26.5% |
| 10Y | +105.2% | +1,090.2% | -985.0% | -16.6% |
| All | +6,027.1% | +33,085.5% | -27,058.4% | +678.6% |
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 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