-12.2%
VEEV vs CHWY
-72.6%
+60.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.3% |
| 7D | -4.6% | -13.6% | +9.0% | -1.1% |
| 30D | +8.6% | -8.5% | +17.2% | +10.9% |
| 3M | +62.4% | +8.9% | +53.5% | +58.2% |
| 6M | +40.3% | -20.5% | +60.7% | +47.2% |
| YTD | +17.5% | -38.2% | +55.7% | +30.9% |
| 1Y | -6.1% | -43.3% | +37.1% | +6.4% |
| 3Y | +16.7% | -8.5% | +25.2% | +7.3% |
| All | -12.2% | -72.6% | +60.4% | -0.4% |
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 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