+185.5%
AMGN vs EQH
+234.7%
-49.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | -13.7% | +0.7% | -14.4% | -13.8% |
| 30D | -8.8% | +2.8% | -11.6% | -9.3% |
| 3M | +7.2% | +23.1% | -15.9% | +2.8% |
| 6M | +1.3% | +41.4% | -40.1% | -5.7% |
| YTD | +17.6% | +14.3% | +3.4% | +13.8% |
| 1Y | +37.2% | +1.6% | +35.6% | +35.4% |
| 3Y | +57.7% | +102.7% | -45.0% | +32.7% |
| 5Y | +106.3% | +104.5% | +1.7% | +69.5% |
| All | +185.5% | +234.7% | -49.2% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling