+71.0%
BSX vs DBX
+16.6%
+54.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.4% |
| 7D | -6.4% | -1.3% | -5.1% | -6.2% |
| 30D | -8.8% | -2.9% | -5.9% | -8.4% |
| 3M | -7.6% | +23.8% | -31.5% | -11.6% |
| 6M | -37.0% | +26.2% | -63.2% | -40.2% |
| YTD | -52.8% | +21.6% | -74.4% | -55.0% |
| 1Y | -58.4% | +11.4% | -69.8% | -59.7% |
| 3Y | -16.5% | +21.3% | -37.8% | -22.3% |
| 5Y | -1.2% | +6.7% | -7.8% | -7.6% |
| All | +71.0% | +16.6% | +54.4% | +41.3% |
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