+104.5%
FTNT vs CHWY
-42.5%
+147.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | 0.0% |
| 7D | -5.8% | +1.7% | -7.6% | -5.9% |
| 30D | -4.8% | -1.5% | -3.2% | -4.8% |
| 3M | +4.4% | +13.6% | -9.2% | +3.7% |
| 6M | +88.8% | -7.3% | +96.0% | +89.6% |
| YTD | +96.8% | -28.4% | +125.2% | +98.8% |
| 1Y | +104.5% | -42.5% | +147.0% | +109.7% |
| All | +104.5% | -42.5% | +147.0% | +109.7% |
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