+68.9%
BMY vs EQH
+234.7%
-165.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -0.1% | +2.8% | -2.9% | -0.6% |
| 3M | +13.1% | +23.1% | -10.0% | +8.7% |
| 6M | +8.4% | +41.4% | -33.0% | +1.4% |
| YTD | +22.0% | +14.3% | +7.7% | +18.2% |
| 1Y | +40.3% | +1.6% | +38.7% | +38.6% |
| 3Y | +20.5% | +102.7% | -82.2% | +2.8% |
| 5Y | +23.7% | +104.5% | -80.8% | +3.0% |
| All | +68.9% | +234.7% | -165.8% | +18.4% |
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 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