+294.9%
SCHW vs BIIB
-26.2%
+321.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | -1.6% | +4.0% | -5.6% | -2.2% |
| 3M | +21.3% | +8.6% | +12.7% | +19.4% |
| 6M | +16.5% | +14.0% | +2.5% | +13.7% |
| YTD | +8.4% | +23.4% | -15.0% | +4.3% |
| 1Y | +15.6% | +45.9% | -30.3% | +8.2% |
| 3Y | +86.8% | -16.1% | +103.0% | +88.7% |
| 5Y | +60.5% | -27.6% | +88.1% | +62.9% |
| All | +294.9% | -26.2% | +321.1% | +258.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling