-25.0%
TEVA vs SCCO
+1,104.1%
-1,129.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | +2.0% | -2.7% | +4.7% | +2.8% |
| 30D | +1.0% | -0.7% | +1.7% | +0.8% |
| 3M | +7.3% | +8.1% | -0.8% | +3.3% |
| 6M | +21.7% | +4.1% | +17.6% | +17.2% |
| YTD | +18.8% | +41.1% | -22.3% | +1.5% |
| 1Y | +86.5% | +95.6% | -9.1% | +41.6% |
| 3Y | +269.4% | +179.3% | +90.2% | +133.4% |
| 5Y | +303.6% | +308.3% | -4.7% | +110.1% |
| All | -25.0% | +1,104.1% | -1,129.0% | -74.0% |
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