+443.7%
INSM vs CHWY
-43.2%
+487.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.3% |
| 7D | +2.5% | -13.6% | +16.1% | +5.6% |
| 30D | -2.2% | -8.5% | +6.4% | -0.6% |
| 3M | +33.8% | +8.9% | +24.9% | +29.5% |
| 6M | -7.2% | -20.5% | +13.3% | -3.8% |
| YTD | -25.6% | -38.2% | +12.5% | -18.8% |
| 1Y | -11.2% | -43.3% | +32.0% | -1.5% |
| 3Y | +388.3% | -8.5% | +396.9% | +352.9% |
| 5Y | +376.6% | -72.7% | +449.4% | +431.5% |
| All | +443.7% | -43.2% | +487.0% | +350.7% |
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 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