+6.3%
BSX vs CHWY
-43.2%
+49.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | -0.1% |
| 7D | -10.1% | -13.6% | +3.5% | -9.2% |
| 30D | -16.4% | -8.5% | -7.9% | -15.9% |
| 3M | -8.9% | +8.9% | -17.8% | -9.5% |
| 6M | -38.3% | -20.5% | -17.8% | -37.6% |
| YTD | -54.9% | -38.2% | -16.8% | -53.7% |
| 1Y | -58.8% | -43.3% | -15.6% | -57.5% |
| 3Y | -21.2% | -8.5% | -12.7% | -22.4% |
| 5Y | -3.3% | -72.7% | +69.4% | -1.2% |
| All | +6.3% | -43.2% | +49.6% | -9.6% |
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