-42.5%
CHWY vs BRKR
+100.6%
-143.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.1% |
| 7D | +1.7% | +2.5% | -0.8% | +1.4% |
| 30D | -1.5% | +11.5% | -13.0% | -2.9% |
| 3M | +13.6% | -2.4% | +16.0% | +12.1% |
| 6M | -7.3% | +52.3% | -59.6% | -17.6% |
| YTD | -28.4% | +24.5% | -52.9% | -34.0% |
| 1Y | -42.5% | +97.3% | -139.9% | -56.0% |
| All | -42.5% | +100.6% | -143.1% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling