-12.2%
VEEV vs TXG
-62.8%
+50.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.2% |
| 7D | -4.6% | +9.5% | -14.1% | -6.6% |
| 30D | +8.6% | +18.8% | -10.1% | +4.3% |
| 3M | +62.4% | +136.1% | -73.7% | +31.4% |
| 6M | +40.3% | +235.2% | -195.0% | +3.1% |
| YTD | +17.5% | +320.5% | -303.0% | -18.7% |
| 1Y | -6.1% | +425.2% | -431.3% | -40.2% |
| 3Y | +16.7% | +42.9% | -26.2% | -2.0% |
| All | -12.2% | -62.8% | +50.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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