+51,606.1%
SCHW vs BDX
+5,136.8%
+46,469.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.6% |
| 7D | -2.8% | -5.4% | +2.7% | -0.3% |
| 30D | -0.1% | -2.2% | +2.1% | +0.9% |
| 3M | +20.6% | +20.1% | +0.5% | +10.4% |
| 6M | +15.9% | +9.1% | +6.9% | +10.3% |
| YTD | +8.5% | +17.9% | -9.4% | -1.1% |
| 1Y | +17.8% | +22.1% | -4.2% | +5.4% |
| 3Y | +88.5% | -10.5% | +99.1% | +88.7% |
| 5Y | +60.6% | -2.6% | +63.2% | +52.3% |
| 10Y | +298.0% | +57.5% | +240.5% | +187.2% |
| All | +51,606.1% | +5,136.8% | +46,469.4% | +6,704.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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