+56.7%
BDX vs EQNR
+416.8%
-360.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -3.2% | +6.4% | -9.6% | -3.8% |
| 30D | -2.5% | +10.4% | -12.9% | -3.6% |
| 3M | +21.4% | +23.1% | -1.7% | +18.4% |
| 6M | +10.4% | +36.3% | -25.9% | +5.6% |
| YTD | +18.8% | +96.0% | -77.1% | +8.1% |
| 1Y | +21.7% | +94.2% | -72.5% | +10.6% |
| 3Y | -10.0% | +75.3% | -85.2% | -17.9% |
| 5Y | -1.8% | +187.2% | -189.0% | -19.6% |
| All | +56.7% | +416.8% | -360.1% | +13.2% |
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