-36.9%
ILMN vs CHWY
-35.4%
-1.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -2.9% |
| 7D | +1.9% | -1.9% | +3.8% | +2.3% |
| 30D | +12.3% | -1.1% | +13.4% | +12.4% |
| 3M | +33.5% | +15.5% | +18.1% | +28.5% |
| 6M | +69.4% | -8.5% | +77.9% | +70.6% |
| YTD | +60.9% | -29.6% | +90.5% | +71.2% |
| 1Y | +115.0% | -44.1% | +159.1% | +139.6% |
| 3Y | +37.0% | +1.2% | +35.8% | +26.0% |
| 5Y | -53.1% | -69.4% | +16.2% | -49.2% |
| All | -36.9% | -35.4% | -1.6% | -44.0% |
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