-54.8%
ILMN vs CHWY
-72.6%
+17.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -9.2% | -12.0% | +2.8% | -6.3% |
| 30D | +4.4% | -6.2% | +10.6% | +5.8% |
| 3M | +23.9% | +5.5% | +18.4% | +21.1% |
| 6M | +64.5% | -17.8% | +82.3% | +70.3% |
| YTD | +53.5% | -36.2% | +89.7% | +68.7% |
| 1Y | +110.8% | -40.0% | +150.7% | +134.4% |
| 3Y | +30.7% | -8.3% | +39.0% | +20.5% |
| 5Y | -54.8% | -71.9% | +17.0% | -50.3% |
| All | -54.8% | -72.6% | +17.8% | -50.3% |
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