+17.8%
VEEV vs VFC
-25.6%
+43.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.9% | -3.6% |
| 7D | -5.2% | +0.8% | -6.0% | -5.2% |
| 30D | +14.9% | -11.9% | +26.9% | +16.1% |
| 3M | +58.4% | -20.2% | +78.5% | +60.8% |
| 6M | +35.5% | -23.0% | +58.5% | +37.9% |
| YTD | +18.6% | -26.2% | +44.9% | +21.2% |
| 1Y | -6.3% | -13.3% | +7.0% | -5.9% |
| All | +17.8% | -25.6% | +43.3% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling