+70.9%
QCOM vs CHWY
-8.9%
+79.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +4.9% | -12.0% | +16.9% | +6.4% |
| 30D | +9.3% | -6.2% | +15.5% | +9.9% |
| 3M | -7.0% | +5.5% | -12.5% | -8.0% |
| 6M | +32.0% | -17.8% | +49.8% | +34.3% |
| YTD | +5.0% | -36.2% | +41.2% | +10.1% |
| 1Y | +13.6% | -40.0% | +53.6% | +19.7% |
| All | +70.9% | -8.9% | +79.9% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling