+92.8%
TEVA vs EQH
+234.7%
-141.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | +2.0% | +0.7% | +1.3% | +1.7% |
| 30D | +1.0% | +2.8% | -1.9% | -0.4% |
| 3M | +7.3% | +23.1% | -15.8% | -2.2% |
| 6M | +21.7% | +41.4% | -19.7% | +3.9% |
| YTD | +18.8% | +14.3% | +4.6% | +10.3% |
| 1Y | +86.5% | +1.6% | +84.9% | +80.5% |
| 3Y | +269.4% | +102.7% | +166.7% | +149.5% |
| 5Y | +303.6% | +104.5% | +199.0% | +164.2% |
| All | +92.8% | +234.7% | -141.9% | -2.5% |
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