+96.8%
TEVA vs EQH
+2.5%
+94.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -0.2% | +5.5% | -5.7% | -0.4% |
| 30D | +4.7% | +3.2% | +1.5% | +4.6% |
| 3M | +5.6% | +32.5% | -26.9% | +4.2% |
| 6M | +10.5% | +33.7% | -23.3% | +7.7% |
| YTD | +16.5% | +13.4% | +3.1% | +9.2% |
| 1Y | +96.8% | +0.6% | +96.2% | +78.7% |
| All | +96.8% | +2.5% | +94.3% | +78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling