-6.1%
VEEV vs ROK
+27.3%
-33.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.6% |
| 7D | -4.6% | -1.2% | -3.4% | -4.6% |
| 30D | +8.6% | -4.8% | +13.5% | +8.5% |
| 3M | +62.4% | -6.1% | +68.5% | +61.3% |
| 6M | +40.3% | +15.5% | +24.8% | +34.5% |
| YTD | +17.5% | +11.2% | +6.4% | +14.5% |
| 1Y | -6.1% | +23.8% | -30.0% | -9.9% |
| All | -6.1% | +27.3% | -33.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling