I feel whenever a player goes to Chelsea, their careers grind to a halt. I know that’s not actually true but it just feels like they’re not interesting players anymore, they don’t shine. The last I can think of was Hazard (as in last time I noticed a Chelsea player shine, not the last signing).
Even though I know what you mean (we have had lots of big money players either be underwhelming or completely flop) we have had our fair share of very good buys. Rudiger for one, was an okay-ish player for much of his career and turned into an elite one at Chelsea. Thiago Silva has maintained his elite qualities. We seem to have a very good hit rate for defenders and midfielders. We just completely suck at getting attacking players to develop well or just keep up the level they showed before we signed them. It's more of a recent thing though, as in the last 5 years or so.
There is a good omen here though. Our previous signings from Benfica have all been massive hits. Ramires, Matic and David Luis (the first time).