-8.5%
CHWY vs UTHR
+121.0%
-129.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -13.6% | +1.9% | -15.6% | -13.8% |
| 30D | -8.5% | -2.9% | -5.7% | -8.4% |
| 3M | +8.9% | -8.9% | +17.8% | +9.6% |
| 6M | -20.5% | -8.7% | -11.7% | -19.9% |
| YTD | -38.2% | +2.0% | -40.2% | -38.3% |
| 1Y | -43.3% | +22.8% | -66.0% | -44.1% |
| 3Y | -8.5% | +120.6% | -129.2% | -13.0% |
| All | -8.5% | +121.0% | -129.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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