-1.1%
CHTR vs VEEV
+57.6%
-58.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.5% | -6.6% | -7.7% |
| 7D | -15.8% | -7.1% | -8.7% | -14.1% |
| 30D | -12.7% | +11.1% | -23.8% | -16.4% |
| 3M | -1.1% | +55.5% | -56.6% | -21.4% |
| All | -1.1% | +57.6% | -58.7% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 3mo: compounded portfolio wealth divided by compounded VEEV 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…
3mo analysis · Full analysis span regression · Available span rolling