+78.3%
JNJ vs DBX
+25.2%
+53.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -4.3% | -1.8% | -2.5% | -4.4% |
| 30D | +3.0% | +2.8% | +0.2% | +3.1% |
| 3M | +12.2% | +26.8% | -14.5% | +12.7% |
| 6M | +10.5% | +32.8% | -22.3% | +11.4% |
| YTD | +30.8% | +26.1% | +4.7% | +31.8% |
| 1Y | +54.9% | +14.1% | +40.8% | +56.0% |
| All | +78.3% | +25.2% | +53.1% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling