-43.3%
CHWY vs TEVA
+89.1%
-132.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -3.1% |
| 7D | -13.6% | +2.0% | -15.6% | -13.7% |
| 30D | -8.5% | +1.0% | -9.5% | -8.6% |
| 3M | +8.9% | +7.3% | +1.6% | +8.7% |
| 6M | -20.5% | +21.7% | -42.2% | -20.7% |
| YTD | -38.2% | +18.8% | -57.0% | -38.6% |
| 1Y | -43.3% | +86.5% | -129.7% | -39.2% |
| All | -43.3% | +89.1% | -132.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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