+225.0%
EQH vs BIIB
-20.4%
+245.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.7% | -1.7% | +2.4% | +1.0% |
| 30D | +2.8% | +4.0% | -1.1% | +2.1% |
| 3M | +23.1% | +8.6% | +14.5% | +20.8% |
| 6M | +41.4% | +14.0% | +27.4% | +37.1% |
| YTD | +14.3% | +23.4% | -9.1% | +8.8% |
| 1Y | +1.6% | +45.9% | -44.3% | -6.7% |
| 3Y | +102.7% | -16.1% | +118.8% | +104.3% |
| 5Y | +104.5% | -27.6% | +132.1% | +107.8% |
| All | +225.0% | -20.4% | +245.3% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling