+20.5%
BMY vs CHTR
-65.7%
+86.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.7% |
| 7D | -4.8% | -4.1% | -0.7% | -4.3% |
| 30D | -0.1% | -3.0% | +2.9% | +0.1% |
| 3M | +13.1% | +4.8% | +8.3% | +11.7% |
| 6M | +8.4% | -35.0% | +43.4% | +13.0% |
| YTD | +22.0% | -30.2% | +52.1% | +25.4% |
| 1Y | +40.3% | -44.8% | +85.1% | +49.6% |
| 3Y | +20.5% | -66.6% | +87.1% | +37.2% |
| All | +20.5% | -65.7% | +86.2% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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