-41.4%
CHTR vs REGN
+46.5%
-87.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | -1.1% | +4.2% | -5.3% | -1.9% |
| 30D | -0.8% | +7.8% | -8.6% | -2.3% |
| 3M | +17.8% | +31.8% | -14.0% | +11.1% |
| 6M | -34.5% | +5.4% | -39.9% | -35.4% |
| YTD | -27.2% | +7.7% | -34.8% | -28.6% |
| 1Y | -41.4% | +46.7% | -88.1% | -43.9% |
| All | -41.4% | +46.5% | -87.9% | -43.9% |
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