+101.9%
EQH vs BIIB
-28.1%
+129.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +0.7% | -1.7% | +2.4% | +1.1% |
| 30D | +2.8% | +4.0% | -1.1% | +1.9% |
| 3M | +23.1% | +8.6% | +14.5% | +20.2% |
| 6M | +41.4% | +14.0% | +27.4% | +35.9% |
| YTD | +14.3% | +23.4% | -9.1% | +7.2% |
| 1Y | +1.6% | +45.9% | -44.3% | -9.1% |
| 3Y | +102.7% | -16.1% | +118.8% | +104.5% |
| All | +101.9% | -28.1% | +129.9% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling