In this large primary-prevention trial, supplementation with vitamin D3 (at a dose of 2000 IU per day) did not lead to a significantly lower incidence of invasive cancer of any type or a composite of major cardiovascular events (myocardial infarction, stroke, and death from cardiovascular causes) than placebo. The intervention also did not lead to a lower incidence of total deaths from cancer or a lower incidence of breast, prostate, or colorectal cancer than placebo.