+85.7%
SCHG vs BIIB
-28.1%
+113.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.0% | -1.7% | +0.6% | -0.7% |
| 30D | -1.3% | +4.0% | -5.2% | -2.0% |
| 3M | +5.4% | +8.6% | -3.2% | +3.3% |
| 6M | +14.4% | +14.0% | +0.4% | +10.6% |
| YTD | +8.0% | +23.4% | -15.4% | +2.4% |
| 1Y | +12.7% | +45.9% | -33.2% | +2.5% |
| 3Y | +85.6% | -16.1% | +101.7% | +88.5% |
| All | +85.7% | -28.1% | +113.8% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 5y: compounded portfolio wealth divided by compounded BIIB 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…
5y analysis · Full analysis span regression · 6 months rolling