+177.1%
VRTX vs SCCO
+355.0%
-177.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -6.4% | +2.4% | -8.8% | -6.6% |
| 30D | -0.5% | +6.4% | -6.9% | -1.1% |
| 3M | +16.9% | +21.6% | -4.7% | +14.8% |
| 6M | +13.1% | +13.4% | -0.3% | +11.3% |
| YTD | +14.9% | +52.6% | -37.7% | +10.6% |
| 1Y | +31.4% | +122.4% | -90.9% | +22.8% |
| 3Y | +51.9% | +208.5% | -156.5% | +35.8% |
| 5Y | +177.1% | +353.9% | -176.8% | +137.9% |
| All | +177.1% | +355.0% | -177.9% | +137.9% |
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