+22.1%
ALNY vs CHWY
-11.7%
+33.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | -6.5% | -13.6% | +7.1% | -4.2% |
| 30D | +11.0% | -8.5% | +19.6% | +12.7% |
| 3M | -14.1% | +8.9% | -23.0% | -15.3% |
| 6M | -22.4% | -20.5% | -1.9% | -19.8% |
| YTD | -37.5% | -38.2% | +0.7% | -32.9% |
| 1Y | -46.9% | -43.3% | -3.7% | -42.5% |
| 3Y | +22.1% | -8.5% | +30.6% | +27.2% |
| All | +22.1% | -11.7% | +33.8% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling