+187.4%
ABBV vs CHWY
-72.6%
+260.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +0.9% |
| 7D | +0.3% | -13.6% | +13.9% | +0.4% |
| 30D | +3.4% | -8.5% | +11.9% | +3.4% |
| 3M | +15.2% | +8.9% | +6.3% | +15.2% |
| 6M | +14.7% | -20.5% | +35.1% | +14.9% |
| YTD | +15.2% | -38.2% | +53.3% | +15.7% |
| 1Y | +20.4% | -43.3% | +63.6% | +21.0% |
| 3Y | +91.3% | -8.5% | +99.9% | +91.2% |
| All | +187.4% | -72.6% | +260.1% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 5y: compounded portfolio wealth divided by compounded CHWY 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…
5y analysis · Full analysis span regression · 6 months rolling