-38.3%
ILMN vs CHWY
-43.2%
+4.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +3.3% |
| 7D | -5.4% | -13.6% | +8.2% | -2.4% |
| 30D | +7.0% | -8.5% | +15.6% | +8.9% |
| 3M | +24.2% | +8.9% | +15.3% | +21.0% |
| 6M | +69.9% | -20.5% | +90.4% | +76.5% |
| YTD | +57.4% | -38.2% | +95.6% | +72.2% |
| 1Y | +107.9% | -43.3% | +151.1% | +131.0% |
| 3Y | +37.1% | -8.5% | +45.7% | +28.9% |
| 5Y | -53.7% | -72.7% | +19.1% | -48.5% |
| All | -38.3% | -43.2% | +4.9% | -43.6% |
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