+295.0%
BDX vs SCHG
+1,132.2%
-837.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -3.2% | -1.0% | -2.1% | -2.7% |
| 30D | -2.5% | -1.3% | -1.3% | -2.0% |
| 3M | +21.4% | +5.4% | +16.0% | +18.1% |
| 6M | +10.4% | +14.4% | -4.0% | +3.0% |
| YTD | +18.8% | +8.0% | +10.8% | +13.9% |
| 1Y | +21.7% | +12.7% | +9.0% | +13.9% |
| 3Y | -10.0% | +85.6% | -95.6% | -36.5% |
| 5Y | -1.8% | +85.5% | -87.3% | -32.9% |
| 10Y | +58.8% | +456.0% | -397.2% | -51.0% |
| All | +295.0% | +1,132.2% | -837.2% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling