-13.8%
VEEV vs VIG
+61.5%
-75.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.6% |
| 7D | -8.2% | -2.2% | -6.0% | -5.9% |
| 30D | +10.3% | -3.2% | +13.5% | +14.4% |
| 3M | +59.4% | +3.0% | +56.3% | +54.2% |
| 6M | +37.6% | +8.1% | +29.5% | +25.9% |
| YTD | +16.9% | +9.1% | +7.9% | +5.9% |
| 1Y | -5.0% | +12.6% | -17.5% | -17.1% |
| 3Y | +18.5% | +55.4% | -36.9% | -31.0% |
| 5Y | -13.8% | +62.8% | -76.6% | -51.9% |
| All | -13.8% | +61.5% | -75.3% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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