-81.6%
CHTR vs BMRN
-16.0%
-65.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -4.1% | -1.3% | -2.8% | -3.8% |
| 30D | -3.0% | -6.5% | +3.5% | -1.5% |
| 3M | +4.8% | +18.3% | -13.5% | +1.0% |
| 6M | -35.0% | +8.9% | -43.9% | -36.4% |
| YTD | -30.2% | +10.5% | -40.7% | -32.0% |
| 1Y | -44.8% | +17.5% | -62.2% | -47.2% |
| 3Y | -66.6% | -27.7% | -38.8% | -65.1% |
| All | -81.6% | -16.0% | -65.6% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 5y: compounded portfolio wealth divided by compounded BMRN 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…
5y analysis · Full analysis span regression · 6 months rolling