+49.2%
SYK vs CHWY
-41.4%
+90.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.1% |
| 7D | -12.3% | -12.0% | -0.3% | -11.3% |
| 30D | -22.4% | -6.2% | -16.3% | -22.0% |
| 3M | -12.3% | +5.5% | -17.8% | -13.0% |
| 6M | -24.3% | -17.8% | -6.5% | -23.3% |
| YTD | -22.8% | -36.2% | +13.5% | -20.0% |
| 1Y | -28.8% | -40.0% | +11.2% | -26.0% |
| 3Y | -4.0% | -8.3% | +4.3% | -6.5% |
| 5Y | +3.8% | -71.9% | +75.7% | +7.3% |
| All | +49.2% | -41.4% | +90.6% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling