+4.6%
ADBE vs EQH
+234.7%
-230.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | -5.4% | +0.7% | -6.1% | -5.6% |
| 30D | -2.5% | +2.8% | -5.4% | -3.5% |
| 3M | +15.3% | +23.1% | -7.8% | +7.2% |
| 6M | -7.8% | +41.4% | -49.2% | -18.8% |
| YTD | -27.9% | +14.3% | -42.2% | -31.8% |
| 1Y | -28.0% | +1.6% | -29.6% | -29.3% |
| 3Y | -55.3% | +102.7% | -158.0% | -65.9% |
| 5Y | -61.7% | +104.5% | -166.3% | -71.1% |
| All | +4.6% | +234.7% | -230.1% | -37.7% |
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