+43.5%
ABT vs CHWY
-41.4%
+84.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | -5.0% | -12.0% | +7.0% | -3.9% |
| 30D | -5.8% | -6.2% | +0.4% | -5.3% |
| 3M | +16.7% | +5.5% | +11.2% | +15.9% |
| 6M | -5.2% | -17.8% | +12.5% | -4.0% |
| YTD | -16.0% | -36.2% | +20.2% | -13.0% |
| 1Y | -18.3% | -40.0% | +21.7% | -15.1% |
| 3Y | +9.2% | -8.3% | +17.5% | +5.7% |
| 5Y | -11.6% | -71.9% | +60.3% | -6.8% |
| All | +43.5% | -41.4% | +84.9% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling