-8.5%
CHWY vs BRKR
-11.8%
+3.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -13.6% | -8.7% | -4.9% | -12.4% |
| 30D | -8.5% | -9.9% | +1.3% | -7.2% |
| 3M | +8.9% | -3.1% | +12.0% | +7.8% |
| 6M | -20.5% | +45.5% | -66.0% | -27.2% |
| YTD | -38.2% | +13.7% | -51.8% | -41.1% |
| 1Y | -43.3% | +67.4% | -110.7% | -49.8% |
| 3Y | -8.5% | -13.2% | +4.7% | -19.1% |
| All | -8.5% | -11.8% | +3.2% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling