-8.5%
CHWY vs NVS
+54.2%
-62.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -13.6% | -14.3% | +0.7% | -11.8% |
| 30D | -8.5% | -10.0% | +1.4% | -7.3% |
| 3M | +8.9% | -10.9% | +19.8% | +10.5% |
| 6M | -20.5% | -12.0% | -8.5% | -19.2% |
| YTD | -38.2% | +2.5% | -40.7% | -39.1% |
| 1Y | -43.3% | +10.7% | -53.9% | -45.1% |
| 3Y | -8.5% | +53.3% | -61.8% | -15.3% |
| All | -8.5% | +54.2% | -62.8% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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