-2.8%
BSX vs EQH
+102.2%
-105.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -10.1% | +0.7% | -10.8% | -10.2% |
| 30D | -16.4% | +2.8% | -19.2% | -17.1% |
| 3M | -8.9% | +23.1% | -32.0% | -13.9% |
| 6M | -38.3% | +41.4% | -79.7% | -43.9% |
| YTD | -54.9% | +14.3% | -69.2% | -56.9% |
| 1Y | -58.8% | +1.6% | -60.4% | -59.4% |
| 3Y | -21.2% | +102.7% | -123.9% | -37.7% |
| All | -2.8% | +102.2% | -105.0% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling