+5.8%
VEEV vs VFC
+52.5%
-46.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +2.2% |
| 7D | -2.3% | +21.5% | -23.7% | -3.2% |
| 30D | +9.6% | +46.7% | -37.1% | +7.5% |
| 3M | +46.6% | +38.4% | +8.2% | +44.3% |
| 6M | +82.5% | +15.2% | +67.3% | +80.9% |
| YTD | +39.2% | +17.8% | +21.3% | +40.3% |
| 1Y | +5.8% | +55.6% | -49.7% | +10.7% |
| All | +5.8% | +52.5% | -46.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling