+930.7%
FTNT vs CHWY
-43.2%
+973.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -1.1% |
| 7D | -0.1% | -13.6% | +13.5% | +2.7% |
| 30D | -3.0% | -8.5% | +5.6% | -1.6% |
| 3M | +7.6% | +8.9% | -1.3% | +4.9% |
| 6M | +87.0% | -20.5% | +107.4% | +92.6% |
| YTD | +96.5% | -38.2% | +134.7% | +112.7% |
| 1Y | +92.9% | -43.3% | +136.2% | +111.7% |
| 3Y | +139.8% | -8.5% | +148.4% | +123.0% |
| 5Y | +151.3% | -72.7% | +224.1% | +181.9% |
| All | +930.7% | -43.2% | +973.9% | +836.3% |
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 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