+238.6%
SCHD vs BSX
+83.9%
+154.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.0% | -10.1% | +8.1% | +1.4% |
| 30D | -0.4% | -16.4% | +16.0% | +5.3% |
| 3M | +5.7% | -8.9% | +14.6% | +8.4% |
| 6M | +11.9% | -38.3% | +50.2% | +29.2% |
| YTD | +26.4% | -54.9% | +81.4% | +61.3% |
| 1Y | +27.6% | -58.8% | +86.4% | +68.1% |
| 3Y | +54.9% | -21.2% | +76.2% | +55.7% |
| 5Y | +60.9% | -3.3% | +64.3% | +46.2% |
| All | +238.6% | +83.9% | +154.7% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 10y: compounded portfolio wealth divided by compounded BSX 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…
10y analysis · Full analysis span regression · 6 months rolling