+553.0%
SCHD vs BIIB
+105.1%
+447.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.6% | -5.4% | +2.7% | -1.9% |
| 30D | -0.3% | +1.7% | -2.0% | -0.6% |
| 3M | +6.1% | +5.8% | +0.2% | +5.0% |
| 6M | +11.7% | +11.9% | -0.2% | +9.5% |
| YTD | +26.3% | +19.7% | +6.6% | +22.4% |
| 1Y | +28.8% | +46.7% | -18.0% | +21.0% |
| 3Y | +55.0% | -18.6% | +73.7% | +56.5% |
| 5Y | +60.0% | -29.8% | +89.8% | +62.4% |
| 10Y | +243.1% | -28.8% | +272.0% | +224.4% |
| All | +553.0% | +105.1% | +447.9% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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