+37.1%
ILMN vs CHWY
-11.7%
+48.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +3.2% |
| 7D | -5.4% | -13.6% | +8.2% | -2.7% |
| 30D | +7.0% | -8.5% | +15.6% | +8.7% |
| 3M | +24.2% | +8.9% | +15.3% | +21.3% |
| 6M | +69.9% | -20.5% | +90.4% | +75.8% |
| YTD | +57.4% | -38.2% | +95.6% | +70.9% |
| 1Y | +107.9% | -43.3% | +151.1% | +129.0% |
| 3Y | +37.1% | -8.5% | +45.7% | +33.8% |
| All | +37.1% | -11.7% | +48.9% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling