+114.4%
JCI vs EQH
+102.2%
+12.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | -4.4% | +2.8% | -7.3% | -5.7% |
| 3M | +1.7% | +23.1% | -21.4% | -7.6% |
| 6M | +8.8% | +41.4% | -32.6% | -7.8% |
| YTD | +22.6% | +14.3% | +8.4% | +13.8% |
| 1Y | +36.2% | +1.6% | +34.6% | +32.9% |
| 3Y | +168.0% | +102.7% | +65.3% | +81.2% |
| All | +114.4% | +102.2% | +12.2% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling