+14.1%
QCOM vs CHWY
-70.8%
+84.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.6% |
| 7D | +4.3% | -0.2% | +4.4% | +4.3% |
| 30D | -0.1% | +8.1% | -8.2% | -1.7% |
| 3M | +5.2% | +0.3% | +5.0% | +4.4% |
| 6M | -18.4% | +4.0% | -22.4% | -19.9% |
| YTD | +2.4% | -31.9% | +34.3% | +8.4% |
| 1Y | +0.9% | -32.8% | +33.7% | +7.0% |
| 3Y | +48.4% | +16.0% | +32.4% | +30.8% |
| All | +14.1% | -70.8% | +84.9% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling