+419.8%
TXN vs VEEV
+556.2%
-136.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +4.0% | -4.6% | +8.6% | +5.3% |
| 30D | -2.9% | +8.6% | -11.5% | -5.5% |
| 3M | -9.1% | +62.4% | -71.5% | -21.8% |
| 6M | +36.6% | +40.3% | -3.6% | +21.1% |
| YTD | +57.5% | +17.5% | +39.9% | +46.9% |
| 1Y | +49.5% | -6.1% | +55.6% | +49.4% |
| 3Y | +76.5% | +16.7% | +59.9% | +58.9% |
| 5Y | +62.4% | -13.3% | +75.7% | +56.0% |
| All | +419.8% | +556.2% | -136.4% | +147.5% |
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