+24.1%
ABBV vs SCHW
+14.3%
+9.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.4% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | +4.2% | +1.5% | +2.7% | +4.1% |
| 3M | +14.8% | +24.6% | -9.7% | +13.9% |
| 6M | +10.3% | +14.5% | -4.3% | +9.5% |
| YTD | +14.9% | +10.5% | +4.4% | +14.3% |
| 1Y | +24.1% | +13.4% | +10.8% | +22.8% |
| All | +24.1% | +14.3% | +9.9% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling