how to plot several ROC enrichment curves in the same graph

MR 2017-02-21

I am working with ROC / enrichment plots but I do not manage to get the kind of plots I would like with the available components. Here is what I expect:

Several ROC or enrichment curves in the same plot, corresponding to several models being evaluated
Curves for random and perfect models
Being able to change line color and thickness
Being able to change standard plot features (background, legends, axis...)

I can work with either ROC curves or enrichment curves, whatever is easier. I have attached an example of the kind of output I would like.
Thanks a lot in advance for your help.