+167.0%
NVS vs EQH
+234.7%
-67.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -14.3% | +0.7% | -15.0% | -14.3% |
| 30D | -10.0% | +2.8% | -12.8% | -10.4% |
| 3M | -10.9% | +23.1% | -34.0% | -13.9% |
| 6M | -12.0% | +41.4% | -53.4% | -17.0% |
| YTD | +2.5% | +14.3% | -11.7% | -0.2% |
| 1Y | +10.7% | +1.6% | +9.1% | +9.5% |
| 3Y | +53.3% | +102.7% | -49.4% | +32.1% |
| 5Y | +93.6% | +104.5% | -10.9% | +63.5% |
| All | +167.0% | +234.7% | -67.7% | +93.0% |
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