-81.6%
CHTR vs NVS
+92.9%
-174.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -4.1% | -14.3% | +10.2% | +1.6% |
| 30D | -3.0% | -10.0% | +7.0% | +0.6% |
| 3M | +4.8% | -10.9% | +15.7% | +9.1% |
| 6M | -35.0% | -12.0% | -23.1% | -32.1% |
| YTD | -30.2% | +2.5% | -32.7% | -31.2% |
| 1Y | -44.8% | +10.7% | -55.4% | -47.3% |
| 3Y | -66.6% | +53.3% | -119.9% | -72.4% |
| All | -81.6% | +92.9% | -174.5% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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