+601.8%
VEEV vs SCCO
+1,108.1%
-506.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -7.1% | +2.4% | -9.5% | -7.6% |
| 30D | +11.1% | +6.4% | +4.7% | +9.4% |
| 3M | +55.5% | +21.6% | +34.0% | +47.7% |
| 6M | +33.4% | +13.4% | +19.9% | +27.3% |
| YTD | +16.8% | +52.6% | -35.8% | +1.7% |
| 1Y | -7.7% | +122.4% | -130.1% | -27.8% |
| 3Y | +18.4% | +208.5% | -190.1% | -18.6% |
| 5Y | -14.8% | +353.9% | -368.7% | -48.9% |
| 10Y | +546.5% | +1,187.3% | -640.8% | +166.9% |
| All | +601.8% | +1,108.1% | -506.3% | +221.2% |
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