+283.6%
TJX vs VEEV
+556.2%
-272.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -4.6% | -4.6% | 0.0% | -3.8% |
| 30D | -17.2% | +8.6% | -25.8% | -18.6% |
| 3M | -24.9% | +62.4% | -87.3% | -31.3% |
| 6M | -19.7% | +40.3% | -59.9% | -25.0% |
| YTD | -17.2% | +17.5% | -34.7% | -20.4% |
| 1Y | -9.4% | -6.1% | -3.3% | -9.6% |
| 3Y | +43.1% | +16.7% | +26.4% | +34.3% |
| 5Y | +96.7% | -13.3% | +110.1% | +90.1% |
| All | +283.6% | +556.2% | -272.5% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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