+60.2%
SCHD vs ABT
-13.3%
+73.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.8% |
| 7D | -2.0% | -5.9% | +3.9% | -0.2% |
| 30D | -0.4% | -8.1% | +7.7% | +2.1% |
| 3M | +5.7% | +14.5% | -8.8% | +1.1% |
| 6M | +11.9% | -6.3% | +18.2% | +13.8% |
| YTD | +26.4% | -17.1% | +43.6% | +33.6% |
| 1Y | +27.6% | -21.4% | +49.0% | +37.2% |
| 3Y | +54.9% | +5.9% | +49.0% | +47.1% |
| All | +60.2% | -13.3% | +73.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 5y: compounded portfolio wealth divided by compounded ABT 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…
5y analysis · Full analysis span regression · 6 months rolling