+179.3%
SCCO vs BIIB
-16.5%
+195.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.7% | -1.7% | -1.0% | -2.4% |
| 30D | -0.7% | +4.0% | -4.7% | -1.7% |
| 3M | +8.1% | +8.6% | -0.5% | +5.3% |
| 6M | +4.1% | +14.0% | -9.9% | -0.1% |
| YTD | +41.1% | +23.4% | +17.7% | +31.8% |
| 1Y | +95.6% | +45.9% | +49.7% | +72.3% |
| 3Y | +179.3% | -16.1% | +195.4% | +188.4% |
| All | +179.3% | -16.5% | +195.8% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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