+390.6%
LLY vs CHWY
-72.6%
+463.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.5% |
| 7D | -2.9% | -13.6% | +10.7% | -2.3% |
| 30D | -8.4% | -8.5% | +0.1% | -8.1% |
| 3M | -3.8% | +8.9% | -12.7% | -4.3% |
| 6M | +11.9% | -20.5% | +32.4% | +12.8% |
| YTD | +4.3% | -38.2% | +42.5% | +6.3% |
| 1Y | +48.5% | -43.3% | +91.7% | +51.8% |
| 3Y | +91.2% | -8.5% | +99.8% | +90.9% |
| All | +390.6% | -72.6% | +463.3% | +408.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling