+51.8%
FTNT vs CHWY
-28.3%
+80.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | +0.9% |
| 7D | -25.7% | +13.4% | -39.0% | -25.8% |
| 30D | -29.7% | +28.4% | -58.2% | -30.3% |
| 3M | -23.1% | -2.9% | -20.2% | -22.9% |
| 6M | +45.0% | -4.7% | +49.7% | +45.3% |
| YTD | +62.9% | -29.2% | +92.1% | +63.0% |
| 1Y | +51.8% | -30.7% | +82.6% | +51.4% |
| All | +51.8% | -28.3% | +80.2% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling