+478.0%
ROL vs VEEV
+693.5%
-215.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | +19.8% | +1.4% | +18.4% | +19.4% |
| 3M | +7.9% | +19.4% | -11.5% | +4.0% |
| 6M | -25.6% | +93.6% | -119.3% | -34.8% |
| YTD | -34.1% | +35.1% | -69.2% | -38.6% |
| 1Y | -31.4% | +3.4% | -34.8% | -32.8% |
| 3Y | +4.7% | +81.4% | -76.7% | -9.8% |
| 5Y | +15.6% | -5.1% | +20.7% | +10.1% |
| 10Y | +220.6% | +661.2% | -440.6% | +121.3% |
| All | +478.0% | +693.5% | -215.5% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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