+813.2%
TXN vs VEEV
+586.3%
+226.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.4% |
| 7D | +2.7% | -7.1% | +9.8% | +4.4% |
| 30D | -6.7% | +11.1% | -17.8% | -9.4% |
| 3M | -8.9% | +55.5% | -64.4% | -19.0% |
| 6M | +34.7% | +33.4% | +1.3% | +23.1% |
| YTD | +53.3% | +16.8% | +36.5% | +44.5% |
| 1Y | +45.0% | -7.7% | +52.8% | +45.0% |
| 3Y | +73.1% | +18.4% | +54.7% | +58.0% |
| 5Y | +59.9% | -14.8% | +74.7% | +54.0% |
| 10Y | +415.7% | +546.5% | -130.8% | +218.8% |
| All | +813.2% | +586.3% | +226.9% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling