+3,790.9%
DXCM vs CHTR
+316.4%
+3,474.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -2.8% |
| 7D | -6.2% | -0.3% | -5.9% | -6.3% |
| 30D | -0.3% | -4.5% | +4.2% | +0.5% |
| 3M | +10.3% | +10.2% | +0.1% | +6.8% |
| 6M | +24.1% | -37.2% | +61.4% | +35.7% |
| YTD | +27.4% | -30.2% | +57.5% | +34.6% |
| 1Y | +8.4% | -44.8% | +53.1% | +21.4% |
| 3Y | -19.0% | -65.5% | +46.5% | -3.6% |
| 5Y | -38.6% | -81.8% | +43.2% | -9.4% |
| 10Y | +252.9% | -45.8% | +298.7% | +237.6% |
| All | +3,790.9% | +316.4% | +3,474.5% | +1,333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling