-39.3%
BAX vs EQNR
+416.8%
-456.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -7.9% | +6.4% | -14.3% | -8.6% |
| 30D | -11.7% | +10.4% | -22.0% | -12.8% |
| 3M | +16.2% | +23.1% | -6.9% | +12.6% |
| 6M | +32.0% | +36.3% | -4.3% | +24.6% |
| YTD | +24.7% | +96.0% | -71.3% | +10.5% |
| 1Y | -2.6% | +94.2% | -96.9% | -13.7% |
| 3Y | -35.0% | +75.3% | -110.2% | -42.1% |
| 5Y | -67.6% | +187.2% | -254.8% | -74.5% |
| All | -39.3% | +416.8% | -456.1% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling