+8.8%
DXCM vs EQH
+2.5%
+6.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -3.2% | +5.5% | -8.7% | -3.9% |
| 30D | +6.3% | +3.2% | +3.1% | +5.8% |
| 3M | +21.1% | +32.5% | -11.5% | +14.4% |
| 6M | +20.6% | +33.7% | -13.2% | +13.0% |
| YTD | +32.4% | +13.4% | +19.0% | +26.9% |
| 1Y | +8.8% | +0.6% | +8.3% | +3.2% |
| All | +8.8% | +2.5% | +6.4% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling