-10.0%
BDX vs EQH
+100.2%
-110.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -2.5% | +2.8% | -5.4% | -3.2% |
| 3M | +21.4% | +23.1% | -1.7% | +16.0% |
| 6M | +10.4% | +41.4% | -31.0% | +2.0% |
| YTD | +18.8% | +14.3% | +4.6% | +14.8% |
| 1Y | +21.7% | +1.6% | +20.1% | +20.6% |
| 3Y | -10.0% | +102.7% | -112.7% | -20.2% |
| All | -10.0% | +100.2% | -110.2% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling