+553.6%
SCHD vs REGN
+1,211.7%
-658.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -2.0% | -5.6% | +3.6% | -1.1% |
| 30D | -0.4% | -2.0% | +1.5% | -0.1% |
| 3M | +5.7% | +28.0% | -22.2% | +1.5% |
| 6M | +11.9% | +1.2% | +10.7% | +11.3% |
| YTD | +26.4% | +1.6% | +24.8% | +25.5% |
| 1Y | +27.6% | +38.2% | -10.6% | +20.1% |
| 3Y | +54.9% | -5.4% | +60.3% | +53.1% |
| 5Y | +60.9% | +21.3% | +39.7% | +51.4% |
| 10Y | +243.4% | +105.2% | +138.2% | +190.3% |
| All | +553.6% | +1,211.7% | -658.1% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling