+310.5%
QCOM vs EQH
+234.7%
+75.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.2% |
| 7D | +7.8% | +0.7% | +7.1% | +7.5% |
| 30D | +12.2% | +2.8% | +9.4% | +10.7% |
| 3M | -9.9% | +23.1% | -32.9% | -18.4% |
| 6M | +36.9% | +41.4% | -4.5% | +15.6% |
| YTD | +8.0% | +14.3% | -6.2% | +0.3% |
| 1Y | +15.0% | +1.6% | +13.4% | +12.1% |
| 3Y | +75.8% | +102.7% | -26.9% | +24.3% |
| 5Y | +42.2% | +104.5% | -62.4% | -0.1% |
| All | +310.5% | +234.7% | +75.8% | +135.6% |
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