-42.2%
FISV vs CHWY
-43.2%
+1.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.5% | +5.7% |
| 7D | -2.7% | -13.6% | +10.9% | -1.1% |
| 30D | 0.0% | -8.5% | +8.6% | +0.9% |
| 3M | -2.8% | +8.9% | -11.7% | -3.8% |
| 6M | -11.8% | -20.5% | +8.6% | -10.0% |
| YTD | -23.2% | -38.2% | +14.9% | -19.8% |
| 1Y | -62.0% | -43.3% | -18.7% | -60.0% |
| 3Y | -57.6% | -8.5% | -49.1% | -58.2% |
| 5Y | -53.4% | -72.7% | +19.3% | -51.5% |
| All | -42.2% | -43.2% | +1.0% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling