+57.7%
AMGN vs CHWY
-11.7%
+69.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.2% |
| 7D | -13.7% | -13.6% | -0.1% | -13.1% |
| 30D | -8.8% | -8.5% | -0.3% | -8.4% |
| 3M | +7.2% | +8.9% | -1.7% | +6.8% |
| 6M | +1.3% | -20.5% | +21.7% | +2.2% |
| YTD | +17.6% | -38.2% | +55.8% | +19.9% |
| 1Y | +37.2% | -43.3% | +80.4% | +40.2% |
| 3Y | +57.7% | -8.5% | +66.3% | +57.4% |
| All | +57.7% | -11.7% | +69.4% | +57.4% |
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