+604.7%
ROST vs VEEV
+596.9%
+7.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.1% |
| 7D | +0.2% | -5.2% | +5.4% | +1.0% |
| 30D | -10.0% | +14.9% | -24.9% | -12.1% |
| 3M | +1.2% | +58.4% | -57.1% | -6.1% |
| 6M | +8.9% | +35.5% | -26.5% | +3.1% |
| YTD | +28.1% | +18.6% | +9.4% | +23.4% |
| 1Y | +53.0% | -6.3% | +59.3% | +52.5% |
| 3Y | +97.9% | +20.2% | +77.6% | +86.6% |
| 5Y | +112.0% | -13.8% | +125.8% | +104.7% |
| 10Y | +303.0% | +542.0% | -239.1% | +199.5% |
| All | +604.7% | +596.9% | +7.8% | +399.9% |
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