+158.4%
REGN vs CHWY
-43.2%
+201.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -1.2% |
| 7D | -5.6% | -13.6% | +8.0% | -4.5% |
| 30D | -2.0% | -8.5% | +6.6% | -1.3% |
| 3M | +28.0% | +8.9% | +19.1% | +26.8% |
| 6M | +1.2% | -20.5% | +21.6% | +2.5% |
| YTD | +1.6% | -38.2% | +39.8% | +4.9% |
| 1Y | +38.2% | -43.3% | +81.5% | +43.4% |
| 3Y | -5.4% | -8.5% | +3.2% | -8.4% |
| 5Y | +21.3% | -72.7% | +94.0% | +28.4% |
| All | +158.4% | -43.2% | +201.7% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling