+65.7%
AMGN vs CHWY
-28.3%
+94.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.1% | -2.4% | +3.1% |
| 7D | +5.9% | +13.4% | -7.5% | +4.7% |
| 30D | +18.7% | +28.4% | -9.7% | +16.3% |
| 3M | +23.4% | -2.9% | +26.3% | +23.2% |
| 6M | +49.7% | -4.7% | +54.5% | +50.1% |
| YTD | +49.2% | -29.2% | +78.4% | +51.4% |
| 1Y | +65.7% | -30.7% | +96.5% | +68.3% |
| All | +65.7% | -28.3% | +94.1% | +68.3% |
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