+124.3%
DXCM vs CHWY
-43.2%
+167.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -1.2% |
| 7D | -5.5% | -13.6% | +8.1% | -3.0% |
| 30D | -8.6% | -8.5% | 0.0% | -7.2% |
| 3M | +10.3% | +8.9% | +1.4% | +8.0% |
| 6M | +25.2% | -20.5% | +45.7% | +29.2% |
| YTD | +25.1% | -38.2% | +63.3% | +34.9% |
| 1Y | +9.2% | -43.3% | +52.5% | +19.3% |
| 3Y | -22.6% | -8.5% | -14.1% | -26.6% |
| 5Y | -39.5% | -72.7% | +33.2% | -33.2% |
| All | +124.3% | -43.2% | +167.6% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 10y: compounded portfolio wealth divided by compounded CHWY 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…
10y analysis · Full analysis span regression · 6 months rolling