-13.8%
VEEV vs VFC
-79.6%
+65.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | -8.2% | -4.0% | -4.3% | -7.7% |
| 30D | +10.3% | -14.6% | +24.9% | +12.9% |
| 3M | +59.4% | -23.1% | +82.5% | +64.7% |
| 6M | +37.6% | -25.2% | +62.8% | +42.3% |
| YTD | +16.9% | -29.5% | +46.4% | +21.9% |
| 1Y | -5.0% | -14.4% | +9.4% | -4.6% |
| 3Y | +18.5% | -28.7% | +47.2% | +13.9% |
| 5Y | -13.8% | -79.1% | +65.3% | +35.2% |
| All | -13.8% | -79.6% | +65.8% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling