I guess you'll have to define your question more accurately, and measure it yourself. Normal use of VTune and relatives activates only a few event counters at one time, and sets "sample after" value high enough that the overhead is negligible. This might be called "continually monitoring" those few events. It generally works well for getting an event count over a period of 10 seconds or more. If, by "continuously," you mean setting sample after value extremely low, you could make the overhead quite large, but this would be semi-practical only over a much shorter time interval, such as a few milliseconds.
