+612.7%
VEEV vs TXT
+201.6%
+411.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | -5.2% | -0.2% | -4.9% | -5.1% |
| 30D | +14.9% | -11.1% | +26.0% | +18.6% |
| 3M | +58.4% | -13.0% | +71.3% | +64.0% |
| 6M | +35.5% | -16.2% | +51.7% | +41.1% |
| YTD | +18.6% | -8.7% | +27.4% | +19.9% |
| 1Y | -6.3% | -3.8% | -2.6% | -7.1% |
| 3Y | +20.2% | +5.5% | +14.7% | +14.5% |
| 5Y | -13.8% | +12.3% | -26.1% | -20.0% |
| 10Y | +542.0% | +97.4% | +444.6% | +371.1% |
| All | +612.7% | +201.6% | +411.1% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling