-14.8%
VEEV vs TXT
+13.4%
-28.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | -7.1% | +0.8% | -7.9% | -7.4% |
| 30D | +11.1% | -10.4% | +21.6% | +15.4% |
| 3M | +55.5% | -14.3% | +69.9% | +63.5% |
| 6M | +33.4% | -15.1% | +48.5% | +39.7% |
| YTD | +16.8% | -8.3% | +25.1% | +17.5% |
| 1Y | -7.7% | -0.7% | -7.0% | -10.9% |
| 3Y | +18.4% | +6.0% | +12.4% | +6.9% |
| 5Y | -14.8% | +12.5% | -27.3% | -27.2% |
| All | -14.8% | +13.4% | -28.2% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling