+551.1%
SCHD vs NVS
+357.1%
+193.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | -15.7% | +12.6% | +3.5% |
| 30D | -0.8% | -11.1% | +10.3% | +3.4% |
| 3M | +6.2% | -7.2% | +13.4% | +8.4% |
| 6M | +11.8% | -12.3% | +24.1% | +16.7% |
| YTD | +26.0% | +2.8% | +23.2% | +22.3% |
| 1Y | +28.1% | +11.9% | +16.2% | +19.4% |
| 3Y | +54.6% | +55.1% | -0.5% | +22.2% |
| 5Y | +60.3% | +94.1% | -33.7% | +11.9% |
| 10Y | +242.1% | +181.2% | +60.9% | +101.3% |
| All | +551.1% | +357.1% | +193.9% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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