+292.7%
QCOM vs EQH
+226.5%
+66.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.9% |
| 7D | +5.1% | +5.4% | -0.4% | +2.5% |
| 30D | +4.3% | +1.0% | +3.3% | +3.6% |
| 3M | -19.6% | +26.7% | -46.4% | -28.2% |
| 6M | +29.5% | +34.4% | -4.9% | +11.9% |
| YTD | +3.4% | +11.5% | -8.1% | -3.0% |
| 1Y | +10.9% | +0.4% | +10.5% | +8.7% |
| 3Y | +74.8% | +96.5% | -21.7% | +25.3% |
| 5Y | +36.2% | +93.4% | -57.2% | -2.2% |
| All | +292.7% | +226.5% | +66.1% | +127.9% |
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