+94.0%
NVS vs EQH
+102.2%
-8.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -14.3% | +0.7% | -15.0% | -14.3% |
| 30D | -10.0% | +2.8% | -12.8% | -10.3% |
| 3M | -10.9% | +23.1% | -34.0% | -13.1% |
| 6M | -12.0% | +41.4% | -53.4% | -15.7% |
| YTD | +2.5% | +14.3% | -11.7% | +0.4% |
| 1Y | +10.7% | +1.6% | +9.1% | +9.8% |
| 3Y | +53.3% | +102.7% | -49.4% | +35.5% |
| All | +94.0% | +102.2% | -8.2% | +69.1% |
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 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