+16.0%
VEEV vs TXT
+5.5%
+10.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | -7.1% | +0.8% | -7.9% | -7.2% |
| 30D | +11.1% | -10.4% | +21.6% | +13.4% |
| 3M | +55.5% | -14.3% | +69.9% | +59.8% |
| 6M | +33.4% | -15.1% | +48.5% | +37.0% |
| YTD | +16.8% | -8.3% | +25.1% | +16.5% |
| 1Y | -7.7% | -0.7% | -7.0% | -10.7% |
| All | +16.0% | +5.5% | +10.5% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling