+82.5%
VEEV vs TXG
+24.6%
+57.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.1% |
| 7D | -7.1% | +9.1% | -16.2% | -9.0% |
| 30D | +11.1% | +14.9% | -3.8% | +7.4% |
| 3M | +55.5% | +120.0% | -64.4% | +27.0% |
| 6M | +33.4% | +221.8% | -188.5% | -1.9% |
| YTD | +16.8% | +312.6% | -295.7% | -19.7% |
| 1Y | -7.7% | +398.4% | -406.2% | -41.2% |
| 3Y | +18.4% | +42.1% | -23.7% | -3.4% |
| 5Y | -14.8% | -63.5% | +48.6% | -9.1% |
| All | +82.5% | +24.6% | +57.9% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling