+542.0%
VEEV vs LSCC
+1,791.9%
-1,249.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.1% |
| 7D | -5.2% | +5.2% | -10.4% | -6.3% |
| 30D | +14.9% | -9.6% | +24.6% | +17.4% |
| 3M | +58.4% | -17.8% | +76.1% | +62.4% |
| 6M | +35.5% | +37.4% | -2.0% | +18.6% |
| YTD | +18.6% | +59.7% | -41.0% | -1.9% |
| 1Y | -6.3% | +76.2% | -82.6% | -25.7% |
| 3Y | +20.2% | +28.2% | -8.0% | -2.8% |
| 5Y | -13.8% | +87.2% | -101.0% | -41.6% |
| 10Y | +542.0% | +1,795.0% | -1,253.0% | +121.8% |
| All | +542.0% | +1,791.9% | -1,249.9% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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