+312.1%
ROST vs VEEV
+556.2%
-244.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +0.2% | -4.6% | +4.8% | +1.0% |
| 30D | -6.9% | +8.6% | -15.5% | -8.6% |
| 3M | -3.3% | +62.4% | -65.7% | -11.9% |
| 6M | +9.0% | +40.3% | -31.2% | +1.5% |
| YTD | +28.9% | +17.5% | +11.3% | +23.6% |
| 1Y | +54.0% | -6.1% | +60.1% | +53.6% |
| 3Y | +100.7% | +16.7% | +84.0% | +88.1% |
| 5Y | +116.0% | -13.3% | +129.4% | +107.3% |
| All | +312.1% | +556.2% | -244.1% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling