+364.8%
JCI vs EQH
+230.1%
+134.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.9% |
| 7D | +0.4% | -1.8% | +2.2% | +1.1% |
| 30D | -7.7% | +2.4% | -10.2% | -8.8% |
| 3M | +2.8% | +26.3% | -23.5% | -7.6% |
| 6M | +7.2% | +35.8% | -28.6% | -7.3% |
| YTD | +20.0% | +12.7% | +7.3% | +11.7% |
| 1Y | +33.3% | +2.5% | +30.8% | +28.5% |
| 3Y | +161.3% | +98.6% | +62.7% | +84.3% |
| 5Y | +108.8% | +101.7% | +7.1% | +43.2% |
| All | +364.8% | +230.1% | +134.7% | +139.1% |
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