+172.9%
VRTX vs CHTR
-82.1%
+255.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.2% | -1.8% |
| 7D | -7.8% | -7.1% | -0.6% | -7.0% |
| 30D | -2.8% | -10.9% | +8.0% | -1.8% |
| 3M | +18.1% | +2.0% | +16.1% | +17.3% |
| 6M | +3.1% | -35.9% | +39.0% | +7.1% |
| YTD | +13.5% | -32.7% | +46.2% | +16.9% |
| 1Y | +32.4% | -46.6% | +79.0% | +40.2% |
| 3Y | +50.0% | -66.7% | +116.7% | +66.3% |
| 5Y | +172.9% | -82.1% | +255.0% | +218.7% |
| All | +172.9% | -82.1% | +255.0% | +218.7% |
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