+40.9%
REGN vs CHWY
-31.6%
+72.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.9% |
| 7D | +10.3% | +10.4% | -0.1% | +9.5% |
| 30D | +22.2% | +26.8% | -4.6% | +20.7% |
| 3M | +17.6% | -4.3% | +21.9% | +17.2% |
| 6M | +28.9% | -6.3% | +35.2% | +27.9% |
| YTD | +17.4% | -30.4% | +47.8% | +15.1% |
| 1Y | +40.9% | -30.5% | +71.3% | +37.9% |
| All | +40.9% | -31.6% | +72.5% | +37.9% |
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