-38.5%
DXCM vs CHTR
-82.1%
+43.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.4% |
| 7D | -5.8% | -7.1% | +1.4% | -5.3% |
| 30D | -5.6% | -10.9% | +5.3% | -4.9% |
| 3M | +13.0% | +2.0% | +11.0% | +12.6% |
| 6M | +24.7% | -35.9% | +60.6% | +27.6% |
| YTD | +27.3% | -32.7% | +60.0% | +29.7% |
| 1Y | +11.2% | -46.6% | +57.8% | +15.1% |
| 3Y | -19.0% | -66.7% | +47.7% | -10.0% |
| 5Y | -38.5% | -82.1% | +43.7% | -22.6% |
| All | -38.5% | -82.1% | +43.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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