-48.1%
DXCM vs CHTR
-79.9%
+31.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +2.0% |
| 7D | +4.9% | +17.2% | -12.3% | +3.5% |
| 30D | -0.2% | +31.6% | -31.8% | -2.5% |
| 3M | -8.9% | -11.6% | +2.7% | -8.4% |
| 6M | +42.3% | -3.3% | +45.5% | +41.7% |
| YTD | +25.6% | -33.7% | +59.3% | +27.8% |
| 1Y | +39.5% | -32.4% | +72.0% | +41.8% |
| 3Y | -15.3% | -65.9% | +50.7% | -6.2% |
| All | -48.1% | -79.9% | +31.9% | -32.8% |
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