-41.6%
CHWY vs TEVA
+330.8%
-372.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -3.4% |
| 7D | -13.6% | +2.0% | -15.6% | -14.0% |
| 30D | -8.5% | +1.0% | -9.5% | -8.8% |
| 3M | +8.9% | +7.3% | +1.6% | +7.2% |
| 6M | -20.5% | +21.7% | -42.2% | -23.7% |
| YTD | -38.2% | +18.8% | -57.0% | -40.5% |
| 1Y | -43.3% | +86.5% | -129.7% | -50.3% |
| 3Y | -8.5% | +269.4% | -278.0% | -33.3% |
| 5Y | -72.7% | +303.6% | -376.3% | -80.9% |
| All | -41.6% | +330.8% | -372.4% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling