+376.8%
BSX vs CHTR
+301.6%
+75.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.0% | -9.1% | -5.3% |
| 7D | -8.2% | -7.1% | -1.1% | -6.7% |
| 30D | -15.8% | -10.9% | -4.9% | -13.8% |
| 3M | -10.8% | +2.0% | -12.9% | -12.0% |
| 6M | -38.4% | -35.9% | -2.5% | -33.1% |
| YTD | -54.8% | -32.7% | -22.1% | -51.9% |
| 1Y | -59.0% | -46.6% | -12.5% | -54.0% |
| 3Y | -20.0% | -66.7% | +46.7% | -2.2% |
| 5Y | -3.1% | -82.1% | +79.1% | +39.8% |
| 10Y | +83.3% | -46.8% | +130.1% | +84.5% |
| All | +376.8% | +301.6% | +75.2% | +168.5% |
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