+60.2%
SCHD vs BMRN
-16.0%
+76.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | -1.3% | -0.7% | -1.8% |
| 30D | -0.4% | -6.5% | +6.1% | +0.6% |
| 3M | +5.7% | +18.3% | -12.5% | +2.9% |
| 6M | +11.9% | +8.9% | +3.0% | +10.1% |
| YTD | +26.4% | +10.5% | +15.9% | +24.0% |
| 1Y | +27.6% | +17.5% | +10.1% | +23.4% |
| 3Y | +54.9% | -27.7% | +82.7% | +59.6% |
| All | +60.2% | -16.0% | +76.2% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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