+15.0%
QCOM vs CHWY
-43.1%
+58.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.0% |
| 7D | +7.8% | -13.6% | +21.4% | +8.3% |
| 30D | +12.2% | -8.5% | +20.7% | +12.4% |
| 3M | -9.9% | +8.9% | -18.8% | -10.0% |
| 6M | +36.9% | -20.5% | +57.4% | +38.1% |
| YTD | +8.0% | -38.2% | +46.2% | +5.6% |
| 1Y | +15.0% | -43.3% | +58.3% | +11.7% |
| All | +15.0% | -43.1% | +58.1% | +11.7% |
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