+173.1%
REGN vs EQH
+234.7%
-61.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -5.6% | +0.7% | -6.3% | -5.7% |
| 30D | -2.0% | +2.8% | -4.8% | -2.4% |
| 3M | +28.0% | +23.1% | +4.9% | +23.9% |
| 6M | +1.2% | +41.4% | -40.2% | -4.3% |
| YTD | +1.6% | +14.3% | -12.6% | -1.0% |
| 1Y | +38.2% | +1.6% | +36.6% | +36.8% |
| 3Y | -5.4% | +102.7% | -108.1% | -15.9% |
| 5Y | +21.3% | +104.5% | -83.3% | +6.6% |
| All | +173.1% | +234.7% | -61.6% | +113.6% |
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