+61.5%
INFY vs EQH
+234.7%
-173.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | -5.4% | +0.7% | -6.1% | -5.6% |
| 30D | -9.9% | +2.8% | -12.7% | -10.7% |
| 3M | -4.6% | +23.1% | -27.7% | -10.9% |
| 6M | -18.5% | +41.4% | -59.9% | -27.5% |
| YTD | -36.5% | +14.3% | -50.8% | -39.7% |
| 1Y | -32.8% | +1.6% | -34.4% | -33.9% |
| 3Y | -32.2% | +102.7% | -134.9% | -47.8% |
| 5Y | -44.7% | +104.5% | -149.2% | -58.4% |
| All | +61.5% | +234.7% | -173.2% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling