+126.6%
MRK vs CHWY
-43.2%
+169.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.4% |
| 7D | -4.3% | -13.6% | +9.4% | -3.8% |
| 30D | +8.3% | -8.5% | +16.8% | +8.6% |
| 3M | +20.0% | +8.9% | +11.1% | +19.6% |
| 6M | +25.7% | -20.5% | +46.1% | +26.4% |
| YTD | +38.7% | -38.2% | +76.9% | +40.6% |
| 1Y | +74.7% | -43.3% | +117.9% | +77.4% |
| 3Y | +45.4% | -8.5% | +53.9% | +43.5% |
| 5Y | +129.0% | -72.7% | +201.8% | +135.7% |
| All | +126.6% | -43.2% | +169.8% | +94.2% |
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