+77.8%
JNJ vs EQH
+100.2%
-22.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -3.5% | +0.7% | -4.2% | -3.5% |
| 30D | +2.3% | +2.8% | -0.5% | +2.2% |
| 3M | +12.0% | +23.1% | -11.1% | +11.1% |
| 6M | +10.5% | +41.4% | -30.9% | +8.9% |
| YTD | +30.4% | +14.3% | +16.1% | +29.5% |
| 1Y | +52.1% | +1.6% | +50.5% | +52.1% |
| 3Y | +77.8% | +102.7% | -24.9% | +63.6% |
| All | +77.8% | +100.2% | -22.4% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling