-53.6%
BSX vs SCHG
+5.5%
-59.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +4.1% | +5.2% |
| 7D | +8.0% | -2.5% | +10.5% | +8.4% |
| 30D | +8.1% | -5.4% | +13.5% | +9.0% |
| 3M | -6.7% | -2.2% | -4.5% | -6.6% |
| 6M | -19.4% | +5.2% | -24.6% | -20.6% |
| YTD | -51.9% | +6.8% | -58.7% | -53.1% |
| 1Y | -53.6% | +5.9% | -59.6% | -54.8% |
| All | -53.6% | +5.5% | -59.2% | -54.8% |
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