+25.8%
INFY vs CHWY
-43.2%
+69.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.8% |
| 7D | -5.4% | -13.6% | +8.2% | -3.9% |
| 30D | -9.9% | -8.5% | -1.3% | -9.0% |
| 3M | -4.6% | +8.9% | -13.5% | -5.6% |
| 6M | -18.5% | -20.5% | +2.0% | -16.8% |
| YTD | -36.5% | -38.2% | +1.6% | -33.7% |
| 1Y | -32.8% | -43.3% | +10.5% | -29.2% |
| 3Y | -32.2% | -8.5% | -23.7% | -34.0% |
| 5Y | -44.7% | -72.7% | +28.1% | -42.1% |
| All | +25.8% | -43.2% | +69.0% | +13.6% |
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