+30.3%
SCHD vs REGN
+46.5%
-16.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -0.3% | +4.2% | -4.5% | -0.7% |
| 30D | +3.4% | +7.8% | -4.4% | +2.8% |
| 3M | +7.6% | +31.8% | -24.2% | +4.9% |
| 6M | +12.2% | +5.4% | +6.8% | +11.3% |
| YTD | +29.0% | +7.7% | +21.3% | +27.6% |
| 1Y | +30.3% | +46.7% | -16.4% | +26.0% |
| All | +30.3% | +46.5% | -16.2% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling