-21.2%
BSX vs SCHW
+86.6%
-107.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.1% | -1.9% | -8.2% | -9.7% |
| 30D | -16.4% | -1.6% | -14.8% | -16.1% |
| 3M | -8.9% | +21.3% | -30.1% | -12.7% |
| 6M | -38.3% | +16.5% | -54.8% | -40.4% |
| YTD | -54.9% | +8.4% | -63.3% | -56.0% |
| 1Y | -58.8% | +15.6% | -74.4% | -60.5% |
| 3Y | -21.2% | +86.8% | -108.1% | -31.5% |
| All | -21.2% | +86.6% | -107.9% | -31.5% |
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