+192.5%
JNJ vs SCHD
+244.5%
-52.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -3.5% | -2.0% | -1.6% | -2.3% |
| 30D | +2.3% | -0.4% | +2.7% | +2.6% |
| 3M | +12.0% | +5.7% | +6.3% | +8.2% |
| 6M | +10.5% | +11.9% | -1.4% | +3.1% |
| YTD | +30.4% | +26.4% | +4.0% | +12.7% |
| 1Y | +52.1% | +27.6% | +24.5% | +30.6% |
| 3Y | +77.8% | +54.9% | +22.9% | +34.0% |
| 5Y | +82.9% | +60.9% | +22.0% | +32.8% |
| All | +192.5% | +244.5% | -52.0% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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