+141.4%
IDXX vs EQH
+234.7%
-93.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -5.7% | +0.7% | -6.4% | -5.9% |
| 30D | -11.5% | +2.8% | -14.4% | -12.5% |
| 3M | -9.5% | +23.1% | -32.6% | -15.6% |
| 6M | -16.0% | +41.4% | -57.4% | -25.3% |
| YTD | -25.4% | +14.3% | -39.7% | -29.3% |
| 1Y | -21.8% | +1.6% | -23.4% | -23.2% |
| 3Y | +7.0% | +102.7% | -95.7% | -17.2% |
| 5Y | -26.0% | +104.5% | -130.5% | -43.6% |
| All | +141.4% | +234.7% | -93.3% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling