+2.3%
QCOM vs CHWY
-28.3%
+30.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.1% | -0.8% | +5.1% |
| 7D | -5.3% | +13.4% | -18.7% | -5.7% |
| 30D | -4.2% | +28.4% | -32.6% | -5.1% |
| 3M | +7.0% | -2.9% | +10.0% | +7.6% |
| 6M | +3.8% | -4.7% | +8.5% | +4.8% |
| YTD | +2.8% | -29.2% | +32.0% | +2.5% |
| 1Y | +2.3% | -30.7% | +33.0% | +2.5% |
| All | +2.3% | -28.3% | +30.6% | +2.5% |
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