+553.0%
SCHD vs BMY
+226.1%
+326.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.6% | -4.8% | +2.2% | -1.2% |
| 30D | -0.3% | -0.7% | +0.4% | -0.2% |
| 3M | +6.1% | +15.3% | -9.2% | +1.4% |
| 6M | +11.7% | +8.5% | +3.2% | +8.5% |
| YTD | +26.3% | +23.4% | +2.9% | +17.9% |
| 1Y | +28.8% | +42.9% | -14.2% | +14.5% |
| 3Y | +55.0% | +22.0% | +33.1% | +42.4% |
| 5Y | +60.0% | +24.3% | +35.7% | +45.1% |
| 10Y | +243.1% | +64.6% | +178.5% | +181.3% |
| All | +553.0% | +226.1% | +326.9% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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