-13.9%
VEEV vs VMC
+46.8%
-60.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -0.1% |
| 7D | -7.1% | -5.3% | -1.8% | -4.9% |
| 30D | +11.1% | -12.3% | +23.4% | +17.4% |
| 3M | +55.5% | -10.3% | +65.8% | +62.0% |
| 6M | +33.4% | -8.6% | +41.9% | +36.6% |
| YTD | +16.8% | -11.9% | +28.7% | +20.5% |
| 1Y | -7.7% | -13.9% | +6.2% | -3.9% |
| 3Y | +18.4% | +18.2% | +0.2% | -0.5% |
| All | -13.9% | +46.8% | -60.7% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling