+42.4%
BMY vs DBX
+16.6%
+25.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.9% |
| 7D | -3.3% | -1.3% | -2.0% | -3.2% |
| 30D | 0.0% | -2.9% | +2.8% | +0.2% |
| 3M | +17.7% | +23.8% | -6.1% | +15.1% |
| 6M | +9.6% | +26.2% | -16.6% | +6.7% |
| YTD | +24.0% | +21.6% | +2.4% | +21.1% |
| 1Y | +45.1% | +11.4% | +33.7% | +42.8% |
| 3Y | +22.5% | +21.3% | +1.2% | +17.8% |
| 5Y | +22.3% | +6.7% | +15.6% | +17.9% |
| All | +42.4% | +16.6% | +25.8% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling