+23.4%
REGN vs CHWY
-72.6%
+96.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -1.3% |
| 7D | -5.6% | -13.6% | +8.0% | -4.8% |
| 30D | -2.0% | -8.5% | +6.6% | -1.5% |
| 3M | +28.0% | +8.9% | +19.1% | +27.2% |
| 6M | +1.2% | -20.5% | +21.6% | +2.1% |
| YTD | +1.6% | -38.2% | +39.8% | +3.9% |
| 1Y | +38.2% | -43.3% | +81.5% | +41.9% |
| 3Y | -5.4% | -8.5% | +3.2% | -7.7% |
| All | +23.4% | -72.6% | +96.0% | +31.1% |
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