+97.2%
TJX vs VEEV
-13.7%
+110.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -4.6% | -4.6% | 0.0% | -4.0% |
| 30D | -17.2% | +8.6% | -25.8% | -18.3% |
| 3M | -24.9% | +62.4% | -87.3% | -30.4% |
| 6M | -19.7% | +40.3% | -59.9% | -24.1% |
| YTD | -17.2% | +17.5% | -34.7% | -19.7% |
| 1Y | -9.4% | -6.1% | -3.3% | -9.1% |
| 3Y | +43.1% | +16.7% | +26.4% | +35.5% |
| All | +97.2% | -13.7% | +110.9% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling