+99.3%
NVO vs CHWY
-43.2%
+142.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.9% |
| 7D | -7.6% | -13.6% | +6.0% | -6.5% |
| 30D | -6.0% | -8.5% | +2.6% | -5.3% |
| 3M | -0.8% | +8.9% | -9.7% | -1.6% |
| 6M | +16.5% | -20.5% | +36.9% | +18.1% |
| YTD | -11.1% | -38.2% | +27.0% | -8.1% |
| 1Y | -16.7% | -43.3% | +26.5% | -13.5% |
| 3Y | -52.9% | -8.5% | -44.4% | -53.2% |
| 5Y | -3.0% | -72.7% | +69.8% | +1.7% |
| All | +99.3% | -43.2% | +142.5% | +79.2% |
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