+85.3%
IQV vs CHWY
-43.2%
+128.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.2% |
| 7D | -2.2% | -13.6% | +11.4% | -0.1% |
| 30D | +8.3% | -8.5% | +16.8% | +9.6% |
| 3M | +44.6% | +8.9% | +35.7% | +42.2% |
| 6M | +52.6% | -20.5% | +73.0% | +56.9% |
| YTD | +16.1% | -38.2% | +54.3% | +23.8% |
| 1Y | +37.3% | -43.3% | +80.5% | +47.8% |
| 3Y | +21.6% | -8.5% | +30.1% | +17.3% |
| 5Y | +0.5% | -72.7% | +73.2% | +6.9% |
| All | +85.3% | -43.2% | +128.5% | +63.3% |
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