+81.0%
BSX vs SCHG
+459.0%
-378.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.8% |
| 7D | -10.1% | -1.0% | -9.0% | -9.4% |
| 30D | -16.4% | -1.3% | -15.2% | -15.7% |
| 3M | -8.9% | +5.4% | -14.3% | -12.2% |
| 6M | -38.3% | +14.4% | -52.7% | -43.9% |
| YTD | -54.9% | +8.0% | -63.0% | -57.5% |
| 1Y | -58.8% | +12.7% | -71.5% | -62.5% |
| 3Y | -21.2% | +85.6% | -106.8% | -50.9% |
| 5Y | -3.3% | +85.5% | -88.8% | -41.1% |
| All | +81.0% | +459.0% | -378.0% | -63.9% |
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