+238.6%
SCHD vs REGN
+105.3%
+133.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -2.0% | -5.6% | +3.6% | -0.9% |
| 30D | -0.4% | -2.0% | +1.5% | -0.1% |
| 3M | +5.7% | +28.0% | -22.2% | +0.8% |
| 6M | +11.9% | +1.2% | +10.7% | +11.2% |
| YTD | +26.4% | +1.6% | +24.8% | +25.3% |
| 1Y | +27.6% | +38.2% | -10.6% | +18.8% |
| 3Y | +54.9% | -5.4% | +60.3% | +52.9% |
| 5Y | +60.9% | +21.3% | +39.7% | +49.3% |
| All | +238.6% | +105.3% | +133.4% | +174.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling