+350.3%
BMY vs CHTR
+301.6%
+48.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.9% |
| 7D | -6.4% | -7.1% | +0.8% | -5.2% |
| 30D | +0.2% | -10.9% | +11.1% | +1.9% |
| 3M | +16.0% | +2.0% | +13.9% | +14.8% |
| 6M | +8.3% | -35.9% | +44.2% | +14.8% |
| YTD | +22.2% | -32.7% | +54.8% | +28.0% |
| 1Y | +41.7% | -46.6% | +88.3% | +54.5% |
| 3Y | +20.7% | -66.7% | +87.4% | +40.0% |
| 5Y | +23.9% | -82.1% | +106.1% | +60.5% |
| 10Y | +62.9% | -46.8% | +109.7% | +63.8% |
| All | +350.3% | +301.6% | +48.7% | +206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling