-72.2%
CHWY vs BIIB
-28.1%
-44.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -13.6% | -1.7% | -11.9% | -13.1% |
| 30D | -8.5% | +4.0% | -12.5% | -9.8% |
| 3M | +8.9% | +8.6% | +0.3% | +5.1% |
| 6M | -20.5% | +14.0% | -34.5% | -24.9% |
| YTD | -38.2% | +23.4% | -61.5% | -43.7% |
| 1Y | -43.3% | +45.9% | -89.1% | -51.9% |
| 3Y | -8.5% | -16.1% | +7.6% | -2.7% |
| All | -72.2% | -28.1% | -44.2% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 5y: compounded portfolio wealth divided by compounded BIIB 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…
5y analysis · Full analysis span regression · 6 months rolling