+83.4%
JNJ vs DBX
+8.4%
+75.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -4.3% | -1.8% | -2.5% | -4.3% |
| 30D | +3.0% | +2.8% | +0.2% | +3.0% |
| 3M | +12.2% | +26.8% | -14.5% | +11.9% |
| 6M | +10.5% | +32.8% | -22.3% | +10.1% |
| YTD | +30.8% | +26.1% | +4.7% | +30.5% |
| 1Y | +54.9% | +14.1% | +40.8% | +54.9% |
| 3Y | +80.7% | +25.7% | +54.9% | +78.8% |
| 5Y | +83.4% | +11.2% | +72.3% | +81.6% |
| All | +83.4% | +8.4% | +75.0% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling