+170.8%
AZN vs EQH
+234.7%
-63.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +1.1% | +2.8% | -1.8% | +0.6% |
| 3M | -12.1% | +23.1% | -35.2% | -14.8% |
| 6M | -17.1% | +41.4% | -58.5% | -21.4% |
| YTD | -12.0% | +14.3% | -26.2% | -14.1% |
| 1Y | -0.2% | +1.6% | -1.8% | -1.1% |
| 3Y | +26.8% | +102.7% | -75.9% | +11.1% |
| 5Y | +56.9% | +104.5% | -47.7% | +35.3% |
| All | +170.8% | +234.7% | -63.9% | +104.2% |
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