+301.6%
CHTR vs BIIB
+293.7%
+7.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.8% | +4.6% |
| 7D | -7.1% | -4.0% | -3.1% | -6.4% |
| 30D | -10.9% | +5.7% | -16.5% | -11.7% |
| 3M | +2.0% | +10.9% | -8.9% | 0.0% |
| 6M | -35.9% | +14.3% | -50.3% | -37.7% |
| YTD | -32.7% | +22.4% | -55.1% | -35.5% |
| 1Y | -46.6% | +51.1% | -97.6% | -50.9% |
| 3Y | -66.7% | -16.8% | -49.9% | -66.3% |
| 5Y | -82.1% | -28.1% | -54.0% | -81.8% |
| 10Y | -46.8% | -27.2% | -19.5% | -50.1% |
| All | +301.6% | +293.7% | +7.9% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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