+20.7%
BMY vs SCHW
+86.8%
-66.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -6.4% | -2.8% | -3.6% | -6.1% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | +16.0% | +20.6% | -4.6% | +14.2% |
| 6M | +8.3% | +15.9% | -7.6% | +6.8% |
| YTD | +22.2% | +8.5% | +13.7% | +21.1% |
| 1Y | +41.7% | +17.8% | +23.8% | +39.2% |
| All | +20.7% | +86.8% | -66.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling