+1,708.0%
ASML vs EQNR
+416.8%
+1,291.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.0% | +6.4% | -7.4% | -2.7% |
| 30D | -6.2% | +10.4% | -16.5% | -8.8% |
| 3M | -10.5% | +23.1% | -33.6% | -16.1% |
| 6M | +22.9% | +36.3% | -13.4% | +9.0% |
| YTD | +59.5% | +96.0% | -36.5% | +24.4% |
| 1Y | +112.6% | +94.2% | +18.4% | +65.7% |
| 3Y | +177.4% | +75.3% | +102.1% | +118.0% |
| 5Y | +107.3% | +187.2% | -80.0% | +25.8% |
| All | +1,708.0% | +416.8% | +1,291.2% | +759.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded EQNR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling