+111.1%
ASML vs EQNR
+189.1%
-78.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -2.4% |
| 7D | +2.8% | +3.8% | -1.0% | +2.5% |
| 30D | -0.2% | +11.4% | -11.6% | -1.2% |
| 3M | -2.6% | +24.8% | -27.4% | -4.6% |
| 6M | +27.9% | +42.3% | -14.4% | +20.6% |
| YTD | +62.4% | +97.9% | -35.4% | +43.5% |
| 1Y | +116.2% | +95.9% | +20.3% | +90.9% |
| 3Y | +182.4% | +77.3% | +105.1% | +149.4% |
| All | +111.1% | +189.1% | -78.0% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling