+553.3%
JNJ vs SCHD
+552.5%
+0.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.1% |
| 7D | -3.0% | -2.6% | -0.3% | -1.2% |
| 30D | +2.5% | -0.3% | +2.8% | +2.7% |
| 3M | +13.2% | +6.1% | +7.2% | +9.0% |
| 6M | +11.3% | +11.7% | -0.4% | +3.4% |
| YTD | +31.1% | +26.3% | +4.8% | +12.2% |
| 1Y | +54.3% | +28.8% | +25.6% | +30.3% |
| 3Y | +81.1% | +55.0% | +26.1% | +33.6% |
| 5Y | +82.7% | +60.0% | +22.7% | +30.1% |
| 10Y | +196.5% | +243.1% | -46.6% | +12.1% |
| All | +553.3% | +552.5% | +0.8% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling