+553.6%
SCHD vs AZN
+470.2%
+83.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | -1.6% | -0.4% | -1.6% |
| 30D | -0.4% | +1.1% | -1.5% | -0.7% |
| 3M | +5.7% | -12.1% | +17.9% | +9.0% |
| 6M | +11.9% | -17.1% | +29.0% | +16.9% |
| YTD | +26.4% | -12.0% | +38.4% | +29.7% |
| 1Y | +27.6% | -0.2% | +27.8% | +26.2% |
| 3Y | +54.9% | +26.8% | +28.2% | +41.7% |
| 5Y | +60.9% | +56.9% | +4.0% | +36.4% |
| 10Y | +243.4% | +226.7% | +16.7% | +131.8% |
| All | +553.6% | +470.2% | +83.4% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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