+254.0%
ABBV vs EQH
+234.7%
+19.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +0.3% | +0.7% | -0.5% | +0.1% |
| 30D | +3.4% | +2.8% | +0.5% | +2.7% |
| 3M | +15.2% | +23.1% | -7.9% | +10.3% |
| 6M | +14.7% | +41.4% | -26.7% | +6.5% |
| YTD | +15.2% | +14.3% | +0.9% | +11.2% |
| 1Y | +20.4% | +1.6% | +18.8% | +18.7% |
| 3Y | +91.3% | +102.7% | -11.4% | +59.1% |
| 5Y | +189.6% | +104.5% | +85.0% | +133.6% |
| All | +254.0% | +234.7% | +19.3% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling