-38.3%
BSX vs CHWY
-19.9%
-18.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | 0.0% |
| 7D | -10.1% | -13.6% | +3.5% | -8.7% |
| 30D | -16.4% | -8.5% | -7.9% | -15.5% |
| 3M | -8.9% | +8.9% | -17.8% | -9.4% |
| 6M | -38.3% | -20.5% | -17.8% | -38.5% |
| All | -38.3% | -19.9% | -18.3% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling