+21.5%
VTRS vs CHWY
-43.2%
+64.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.0% |
| 7D | -2.2% | -13.6% | +11.4% | -1.2% |
| 30D | +3.3% | -8.5% | +11.9% | +3.9% |
| 3M | +2.0% | +8.9% | -6.9% | +1.2% |
| 6M | +19.9% | -20.5% | +40.4% | +21.4% |
| YTD | +35.7% | -38.2% | +73.9% | +39.7% |
| 1Y | +68.1% | -43.3% | +111.3% | +73.8% |
| 3Y | +87.1% | -8.5% | +95.6% | +83.0% |
| 5Y | +47.6% | -72.7% | +120.4% | +50.9% |
| All | +21.5% | -43.2% | +64.7% | +2.4% |
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