+720.2%
VEEV vs TXT
+226.0%
+494.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | +3.0% | +13.4% | -10.4% | -0.9% |
| 3M | +28.8% | -2.5% | +31.4% | +29.0% |
| 6M | +91.3% | -6.2% | +97.5% | +92.8% |
| YTD | +36.5% | -1.3% | +37.9% | +34.4% |
| 1Y | +1.9% | +4.3% | -2.4% | -1.5% |
| 3Y | +84.6% | +13.2% | +71.4% | +71.6% |
| 5Y | -2.6% | +12.4% | -15.0% | -10.1% |
| 10Y | +669.4% | +94.8% | +574.7% | +472.3% |
| All | +720.2% | +226.0% | +494.2% | +226.2% |
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 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