-41.6%
CHWY vs BMRN
-20.0%
-21.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -13.6% | -1.3% | -12.3% | -13.2% |
| 30D | -8.5% | -6.5% | -2.1% | -6.3% |
| 3M | +8.9% | +18.3% | -9.4% | +2.0% |
| 6M | -20.5% | +8.9% | -29.4% | -23.5% |
| YTD | -38.2% | +10.5% | -48.7% | -41.0% |
| 1Y | -43.3% | +17.5% | -60.7% | -47.7% |
| 3Y | -8.5% | -27.7% | +19.2% | -1.3% |
| 5Y | -72.7% | -15.8% | -57.0% | -71.9% |
| All | -41.6% | -20.0% | -21.6% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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