+48.0%
BAX vs EQNR
+89.2%
-41.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.2% | +10.2% | +2.6% |
| 7D | +4.1% | -10.2% | +14.3% | +1.8% |
| 30D | +9.4% | +1.1% | +8.4% | +9.7% |
| 3M | -6.5% | +10.3% | -16.8% | -4.2% |
| 6M | +59.6% | +5.7% | +53.9% | +63.8% |
| YTD | +38.9% | +87.2% | -48.4% | +37.5% |
| 1Y | +48.0% | +87.4% | -39.4% | +46.5% |
| All | +48.0% | +89.2% | -41.2% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling