+1,022.8%
NBIS vs CHWY
-28.9%
+1,051.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.5% | -0.7% |
| 7D | -0.8% | -13.6% | +12.8% | +3.0% |
| 30D | -13.4% | -8.5% | -4.8% | -11.9% |
| 3M | +1.0% | +8.9% | -7.9% | -5.0% |
| 6M | +100.5% | -20.5% | +121.0% | +112.0% |
| YTD | +168.3% | -38.2% | +206.4% | +225.4% |
| 1Y | +151.8% | -43.3% | +195.0% | +215.8% |
| All | +1,022.8% | -28.9% | +1,051.6% | +963.6% |
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