+131.4%
JNJ vs CHWY
-43.2%
+174.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | -3.5% | -13.6% | +10.1% | -3.1% |
| 30D | +2.3% | -8.5% | +10.9% | +2.6% |
| 3M | +12.0% | +8.9% | +3.1% | +11.6% |
| 6M | +10.5% | -20.5% | +30.9% | +11.0% |
| YTD | +30.4% | -38.2% | +68.5% | +32.0% |
| 1Y | +52.1% | -43.3% | +95.4% | +54.4% |
| 3Y | +77.8% | -8.5% | +86.3% | +75.8% |
| 5Y | +82.9% | -72.7% | +155.6% | +87.2% |
| All | +131.4% | -43.2% | +174.6% | +95.0% |
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