+834.9%
MRNA vs CHWY
-43.2%
+878.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.4% | +6.1% |
| 7D | -1.1% | -13.6% | +12.5% | +2.5% |
| 30D | +126.1% | -8.5% | +134.7% | +132.6% |
| 3M | +190.0% | +8.9% | +181.1% | +185.6% |
| 6M | +157.2% | -20.5% | +177.7% | +170.7% |
| YTD | +388.2% | -38.2% | +426.4% | +440.7% |
| 1Y | +467.0% | -43.3% | +510.3% | +539.1% |
| 3Y | +36.1% | -8.5% | +44.6% | +28.9% |
| 5Y | -68.0% | -72.7% | +4.8% | -63.3% |
| All | +834.9% | -43.2% | +878.1% | +894.3% |
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