+76.2%
BMY vs CHWY
-43.2%
+119.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | 0.0% |
| 7D | -4.8% | -13.6% | +8.9% | -4.2% |
| 30D | -0.1% | -8.5% | +8.5% | +0.3% |
| 3M | +13.1% | +8.9% | +4.2% | +12.5% |
| 6M | +8.4% | -20.5% | +28.9% | +9.2% |
| YTD | +22.0% | -38.2% | +60.1% | +24.1% |
| 1Y | +40.3% | -43.3% | +83.5% | +43.2% |
| 3Y | +20.5% | -8.5% | +29.1% | +19.2% |
| 5Y | +23.7% | -72.7% | +96.5% | +26.7% |
| All | +76.2% | -43.2% | +119.5% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling