+59.6%
TXN vs VEEV
-13.7%
+73.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +4.0% | -4.6% | +8.6% | +4.8% |
| 30D | -2.9% | +8.6% | -11.5% | -4.5% |
| 3M | -9.1% | +62.4% | -71.5% | -17.5% |
| 6M | +36.6% | +40.3% | -3.6% | +27.1% |
| YTD | +57.5% | +17.5% | +39.9% | +52.9% |
| 1Y | +49.5% | -6.1% | +55.6% | +53.6% |
| 3Y | +76.5% | +16.7% | +59.9% | +66.3% |
| All | +59.6% | -13.7% | +73.3% | +63.1% |
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