+612.7%
VEEV vs VMC
+448.2%
+164.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.2% |
| 7D | -5.2% | -0.5% | -4.6% | -5.0% |
| 30D | +14.9% | -9.1% | +24.0% | +18.4% |
| 3M | +58.4% | -4.1% | +62.5% | +59.9% |
| 6M | +35.5% | -5.5% | +41.0% | +36.8% |
| YTD | +18.6% | -8.9% | +27.6% | +20.6% |
| 1Y | -6.3% | -12.9% | +6.6% | -3.4% |
| 3Y | +20.2% | +22.1% | -1.9% | +9.1% |
| 5Y | -13.8% | +52.7% | -66.5% | -27.5% |
| 10Y | +542.0% | +152.7% | +389.3% | +320.9% |
| All | +612.7% | +448.2% | +164.5% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling