+551.1%
SCHD vs BSX
+692.3%
-141.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.9% |
| 7D | -3.1% | -8.2% | +5.1% | -0.8% |
| 30D | -0.8% | -15.8% | +15.0% | +4.0% |
| 3M | +6.2% | -10.8% | +17.0% | +9.3% |
| 6M | +11.8% | -38.4% | +50.2% | +27.1% |
| YTD | +26.0% | -54.8% | +80.8% | +55.8% |
| 1Y | +28.1% | -59.0% | +87.2% | +63.3% |
| 3Y | +54.6% | -20.0% | +74.6% | +56.7% |
| 5Y | +60.3% | -3.1% | +63.4% | +50.7% |
| 10Y | +242.1% | +83.3% | +158.8% | +165.3% |
| All | +551.1% | +692.3% | -141.2% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling