+289.0%
QCOM vs EQH
+252.0%
+37.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -3.0% |
| 7D | +4.3% | +6.5% | -2.3% | +1.3% |
| 30D | -0.1% | +6.1% | -6.2% | -2.6% |
| 3M | +5.2% | +6.2% | -1.0% | +2.4% |
| 6M | -18.4% | +38.1% | -56.4% | -29.9% |
| YTD | +2.4% | +20.2% | -17.8% | -6.9% |
| 1Y | +0.9% | +27.6% | -26.7% | -10.8% |
| 3Y | +48.4% | +128.8% | -80.4% | -0.2% |
| 5Y | +16.6% | +83.1% | -66.6% | -14.9% |
| All | +289.0% | +252.0% | +37.0% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling