+16.7%
VEEV vs EQH
+100.2%
-83.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -4.6% | +0.7% | -5.3% | -4.8% |
| 30D | +8.6% | +2.8% | +5.8% | +7.8% |
| 3M | +62.4% | +23.1% | +39.3% | +53.0% |
| 6M | +40.3% | +41.4% | -1.1% | +26.5% |
| YTD | +17.5% | +14.3% | +3.3% | +12.2% |
| 1Y | -6.1% | +1.6% | -7.7% | -7.7% |
| 3Y | +16.7% | +102.7% | -86.0% | -13.3% |
| All | +16.7% | +100.2% | -83.6% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling