+543.1%
VEEV vs VMC
+156.6%
+386.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.3% |
| 7D | -4.6% | -3.8% | -0.8% | -3.5% |
| 30D | +8.6% | -9.7% | +18.3% | +11.9% |
| 3M | +62.4% | -9.6% | +72.1% | +66.9% |
| 6M | +40.3% | -4.8% | +45.1% | +41.2% |
| YTD | +17.5% | -10.9% | +28.4% | +20.2% |
| 1Y | -6.1% | -15.6% | +9.5% | -2.5% |
| 3Y | +16.7% | +19.3% | -2.6% | +7.4% |
| 5Y | -13.3% | +48.0% | -61.4% | -25.5% |
| All | +543.1% | +156.6% | +386.6% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling