+3,983.1%
VRTX vs SCCO
+33,989.4%
-30,006.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +0.8% | -5.3% | +6.1% | +2.2% |
| 30D | +12.6% | +2.7% | +10.0% | +11.7% |
| 3M | +23.6% | +4.2% | +19.4% | +21.1% |
| 6M | +14.3% | -0.6% | +14.9% | +12.4% |
| YTD | +20.5% | +45.0% | -24.5% | +6.4% |
| 1Y | +37.6% | +109.3% | -71.7% | +9.6% |
| 3Y | +55.5% | +180.8% | -125.2% | +9.7% |
| 5Y | +175.7% | +314.3% | -138.5% | +67.6% |
| 10Y | +474.2% | +1,083.3% | -609.1% | +141.6% |
| All | +3,983.1% | +33,989.4% | -30,006.3% | +427.3% |
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