+60.7%
BMY vs SCHG
+459.0%
-398.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | -4.8% | -1.0% | -3.7% | -4.4% |
| 30D | -0.1% | -1.3% | +1.2% | +0.3% |
| 3M | +13.1% | +5.4% | +7.7% | +11.1% |
| 6M | +8.4% | +14.4% | -6.0% | +3.6% |
| YTD | +22.0% | +8.0% | +13.9% | +18.6% |
| 1Y | +40.3% | +12.7% | +27.6% | +34.4% |
| 3Y | +20.5% | +85.6% | -65.1% | -5.4% |
| 5Y | +23.7% | +85.5% | -61.8% | -4.4% |
| All | +60.7% | +459.0% | -398.3% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling