+166.7%
AMGN vs CHWY
-43.2%
+209.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 6M | +1.3% | -20.5% | +21.7% | +2.1% |
| YTD | +17.6% | -38.2% | +55.8% | +20.0% |
| 1Y | +37.2% | -43.3% | +80.4% | +40.4% |
| 3Y | +57.7% | -8.5% | +66.3% | +55.8% |
| 5Y | +106.3% | -72.7% | +179.0% | +114.8% |
| All | +166.7% | -43.2% | +209.9% | +112.8% |
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