+40.3%
BMY vs DBX
+20.9%
+19.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.2% |
| 7D | -6.4% | -1.8% | -4.6% | -6.2% |
| 30D | +0.2% | +2.8% | -2.6% | -0.1% |
| 3M | +16.0% | +26.8% | -10.8% | +13.1% |
| 6M | +8.3% | +32.8% | -24.4% | +4.9% |
| YTD | +22.2% | +26.1% | -3.9% | +18.9% |
| 1Y | +41.7% | +14.1% | +27.6% | +39.1% |
| 3Y | +20.7% | +25.7% | -5.0% | +15.7% |
| 5Y | +23.9% | +11.2% | +12.8% | +19.0% |
| All | +40.3% | +20.9% | +19.5% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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