+601.8%
VEEV vs ROK
+416.0%
+185.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -7.1% | +0.2% | -7.3% | -7.2% |
| 30D | +11.1% | -1.8% | +12.9% | +11.7% |
| 3M | +55.5% | -7.2% | +62.7% | +58.2% |
| 6M | +33.4% | +14.2% | +19.2% | +24.1% |
| YTD | +16.8% | +10.6% | +6.3% | +9.8% |
| 1Y | -7.7% | +25.9% | -33.6% | -17.9% |
| 3Y | +18.4% | +50.8% | -32.4% | -5.9% |
| 5Y | -14.8% | +47.0% | -61.9% | -33.3% |
| 10Y | +546.5% | +354.9% | +191.6% | +170.2% |
| All | +601.8% | +416.0% | +185.8% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling