+74.6%
SYK vs EQH
+230.1%
-155.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.3% |
| 7D | -12.3% | -1.8% | -10.6% | -11.7% |
| 30D | -22.4% | +2.4% | -24.9% | -23.2% |
| 3M | -12.3% | +26.3% | -38.6% | -19.7% |
| 6M | -24.3% | +35.8% | -60.1% | -32.9% |
| YTD | -22.8% | +12.7% | -35.4% | -27.1% |
| 1Y | -28.8% | +2.5% | -31.2% | -30.6% |
| 3Y | -4.0% | +98.6% | -102.6% | -30.1% |
| 5Y | +3.8% | +101.7% | -97.9% | -26.9% |
| All | +74.6% | +230.1% | -155.5% | -13.0% |
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 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