+24.3%
BMY vs EQNR
+183.4%
-159.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -4.8% | +6.4% | -11.2% | -5.0% |
| 30D | -0.1% | +10.4% | -10.5% | -0.6% |
| 3M | +13.1% | +23.1% | -10.0% | +11.8% |
| 6M | +8.4% | +36.3% | -27.9% | +6.2% |
| YTD | +22.0% | +96.0% | -74.0% | +16.8% |
| 1Y | +40.3% | +94.2% | -53.9% | +34.4% |
| 3Y | +20.5% | +75.3% | -54.7% | +15.4% |
| All | +24.3% | +183.4% | -159.1% | +19.6% |
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