+137.6%
AZN vs CHWY
-43.2%
+180.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.5% |
| 7D | -1.6% | -13.6% | +12.1% | -0.8% |
| 30D | +1.1% | -8.5% | +9.6% | +1.5% |
| 3M | -12.1% | +8.9% | -21.0% | -12.6% |
| 6M | -17.1% | -20.5% | +3.3% | -16.4% |
| YTD | -12.0% | -38.2% | +26.2% | -10.1% |
| 1Y | -0.2% | -43.3% | +43.0% | +2.3% |
| 3Y | +26.8% | -8.5% | +35.3% | +24.8% |
| 5Y | +56.9% | -72.7% | +129.6% | +60.4% |
| All | +137.6% | -43.2% | +180.8% | +104.1% |
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