+52.1%
JNJ vs DBX
+15.5%
+36.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.2% |
| 7D | -3.5% | +2.1% | -5.6% | -3.4% |
| 30D | +2.3% | +5.7% | -3.4% | +2.6% |
| 3M | +12.0% | +31.8% | -19.8% | +13.7% |
| 6M | +10.5% | +37.5% | -27.0% | +13.3% |
| YTD | +30.4% | +27.9% | +2.5% | +32.7% |
| 1Y | +52.1% | +15.0% | +37.1% | +52.7% |
| All | +52.1% | +15.5% | +36.6% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling