-44.1%
CHTR vs REGN
+43.8%
-87.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.6% | +5.3% |
| 7D | +15.5% | +10.3% | +5.2% | +12.0% |
| 30D | +15.9% | +22.2% | -6.4% | +9.4% |
| 3M | -17.8% | +17.6% | -35.4% | -21.5% |
| 6M | -20.5% | +28.9% | -49.4% | -25.9% |
| YTD | -39.7% | +17.4% | -57.1% | -42.5% |
| 1Y | -44.1% | +40.9% | -85.0% | -49.6% |
| All | -44.1% | +43.8% | -87.9% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling