-41.6%
CHWY vs INCY
+59.2%
-100.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.6% |
| 7D | -13.6% | -4.2% | -9.4% | -12.5% |
| 30D | -8.5% | +0.6% | -9.1% | -8.8% |
| 3M | +8.9% | +12.6% | -3.8% | +4.4% |
| 6M | -20.5% | +28.3% | -48.8% | -27.1% |
| YTD | -38.2% | +23.0% | -61.1% | -42.8% |
| 1Y | -43.3% | +41.0% | -84.2% | -50.3% |
| 3Y | -8.5% | +88.6% | -97.1% | -30.7% |
| 5Y | -72.7% | +70.8% | -143.5% | -78.3% |
| All | -41.6% | +59.2% | -100.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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