+63.4%
BSX vs DBX
+22.6%
+40.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | -10.1% | +2.1% | -12.2% | -10.4% |
| 30D | -16.4% | +5.7% | -22.2% | -17.4% |
| 3M | -8.9% | +31.8% | -40.7% | -13.8% |
| 6M | -38.3% | +37.5% | -75.7% | -42.4% |
| YTD | -54.9% | +27.9% | -82.8% | -57.4% |
| 1Y | -58.8% | +15.0% | -73.9% | -60.4% |
| 3Y | -21.2% | +27.2% | -48.4% | -27.3% |
| 5Y | -3.3% | +12.8% | -16.1% | -10.6% |
| All | +63.4% | +22.6% | +40.8% | +33.8% |
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 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