+999.0%
LLY vs CHWY
-42.4%
+1,041.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.8% | +10.9% | +0.7% |
| 7D | -3.1% | -14.1% | +11.1% | -2.2% |
| 30D | -8.6% | -8.1% | -0.5% | -8.1% |
| 3M | -1.6% | +1.7% | -3.4% | -2.0% |
| 6M | +11.8% | -20.7% | +32.5% | +13.1% |
| YTD | +5.1% | -37.2% | +42.3% | +7.9% |
| 1Y | +50.7% | -50.7% | +101.4% | +56.9% |
| 3Y | +95.7% | -9.7% | +105.4% | +93.1% |
| 5Y | +390.2% | -72.9% | +463.1% | +417.2% |
| All | +999.0% | -42.4% | +1,041.4% | +794.3% |
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