+499.5%
MRNA vs CHWY
-42.5%
+542.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.6% |
| 7D | +5.5% | +1.7% | +3.8% | +4.5% |
| 30D | +158.7% | -1.5% | +160.3% | +160.9% |
| 3M | +182.1% | +13.6% | +168.5% | +175.9% |
| 6M | +151.8% | -7.3% | +159.1% | +157.3% |
| YTD | +393.6% | -28.4% | +422.0% | +422.4% |
| 1Y | +499.5% | -42.5% | +542.0% | +551.2% |
| All | +499.5% | -42.5% | +542.0% | +551.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling