-41.3%
ALNY vs CHWY
-42.5%
+1.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | +12.2% | +1.7% | +10.5% | +12.0% |
| 30D | +16.3% | -1.5% | +17.9% | +16.5% |
| 3M | -12.4% | +13.6% | -26.0% | -13.4% |
| 6M | -18.7% | -7.3% | -11.4% | -18.9% |
| YTD | -33.1% | -28.4% | -4.7% | -33.4% |
| 1Y | -41.3% | -42.5% | +1.2% | -40.6% |
| All | -41.3% | -42.5% | +1.2% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling