+299.2%
TEVA vs SCCO
+303.5%
-4.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | +2.0% | -2.7% | +4.7% | +2.6% |
| 30D | +1.0% | -0.7% | +1.7% | +0.9% |
| 3M | +7.3% | +8.1% | -0.8% | +4.3% |
| 6M | +21.7% | +4.1% | +17.6% | +18.3% |
| YTD | +18.8% | +41.1% | -22.3% | +5.1% |
| 1Y | +86.5% | +95.6% | -9.1% | +50.6% |
| 3Y | +269.4% | +179.3% | +90.2% | +156.6% |
| All | +299.2% | +303.5% | -4.3% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling