+504.9%
ABBV vs SCHW
+301.0%
+203.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +0.3% | -1.9% | +2.1% | +0.6% |
| 30D | +3.4% | -1.6% | +5.0% | +3.7% |
| 3M | +15.2% | +21.3% | -6.1% | +11.1% |
| 6M | +14.7% | +16.5% | -1.8% | +11.2% |
| YTD | +15.2% | +8.4% | +6.8% | +13.0% |
| 1Y | +20.4% | +15.6% | +4.8% | +16.5% |
| 3Y | +91.3% | +86.8% | +4.5% | +66.0% |
| 5Y | +189.6% | +60.5% | +129.1% | +150.6% |
| All | +504.9% | +301.0% | +203.9% | +258.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling