+5.0%
VEEV vs CHWY
-31.6%
+36.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -0.1% | +10.4% | -10.5% | -2.9% |
| 30D | +9.4% | +26.8% | -17.4% | +1.8% |
| 3M | +45.2% | -4.3% | +49.5% | +46.8% |
| 6M | +81.1% | -6.3% | +87.4% | +80.9% |
| YTD | +38.9% | -30.4% | +69.3% | +44.7% |
| 1Y | +5.0% | -30.5% | +35.5% | +9.4% |
| All | +5.0% | -31.6% | +36.6% | +9.4% |
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 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