+640.3%
VEEV vs VFC
-59.1%
+699.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.6% | -3.7% |
| 7D | -0.6% | -1.6% | +1.0% | -0.3% |
| 30D | +28.8% | -11.6% | +40.5% | +31.7% |
| 3M | +54.0% | -18.1% | +72.1% | +58.6% |
| 6M | +46.0% | -27.4% | +73.3% | +53.0% |
| YTD | +23.2% | -24.8% | +48.1% | +28.1% |
| 1Y | +1.9% | -8.2% | +10.1% | +0.9% |
| 3Y | +27.0% | -29.1% | +56.1% | +21.0% |
| 5Y | -13.4% | -79.2% | +65.8% | +14.3% |
| 10Y | +575.2% | -68.1% | +643.3% | +612.1% |
| All | +640.3% | -59.1% | +699.3% | +537.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling