+655.7%
VEEV vs TXT
+89.4%
+566.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | +1.4% | +13.3% | -11.9% | -2.0% |
| 3M | +19.4% | -5.0% | +24.3% | +20.3% |
| 6M | +93.6% | -8.4% | +102.0% | +96.2% |
| YTD | +35.1% | -4.0% | +39.0% | +34.1% |
| 1Y | +3.4% | +2.8% | +0.6% | +0.5% |
| 3Y | +81.4% | +10.3% | +71.1% | +70.9% |
| 5Y | -5.1% | +9.2% | -14.2% | -11.3% |
| All | +655.7% | +89.4% | +566.3% | +569.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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