+171.6%
JNJ vs DBX
+16.6%
+155.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.0% |
| 7D | -0.8% | -1.3% | +0.6% | -0.7% |
| 30D | +4.3% | -2.9% | +7.2% | +4.5% |
| 3M | +16.5% | +23.8% | -7.4% | +14.7% |
| 6M | +13.1% | +26.2% | -13.1% | +11.1% |
| YTD | +32.1% | +21.6% | +10.5% | +30.0% |
| 1Y | +54.5% | +11.4% | +43.0% | +52.8% |
| 3Y | +82.5% | +21.3% | +61.3% | +77.3% |
| 5Y | +80.0% | +6.7% | +73.4% | +75.5% |
| All | +171.6% | +16.6% | +155.0% | +139.5% |
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