+25.9%
BDX vs SCHG
+16.6%
+9.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | +8.3% | +0.2% | +8.0% | +8.2% |
| 3M | +24.4% | +2.2% | +22.2% | +23.9% |
| 6M | +9.2% | +15.0% | -5.8% | +4.8% |
| YTD | +22.7% | +9.2% | +13.6% | +18.4% |
| 1Y | +25.9% | +15.7% | +10.2% | +17.5% |
| All | +25.9% | +16.6% | +9.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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