-10.0%
BDX vs CHWY
-11.7%
+1.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.0% |
| 7D | -3.2% | -13.6% | +10.4% | -2.3% |
| 30D | -2.5% | -8.5% | +6.0% | -2.1% |
| 3M | +21.4% | +8.9% | +12.5% | +20.6% |
| 6M | +10.4% | -20.5% | +30.9% | +11.4% |
| YTD | +18.8% | -38.2% | +57.0% | +21.3% |
| 1Y | +21.7% | -43.3% | +64.9% | +24.7% |
| 3Y | -10.0% | -8.5% | -1.4% | -9.5% |
| All | -10.0% | -11.7% | +1.8% | -9.5% |
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