+446.1%
BNY vs EQNR
+2,025.8%
-1,579.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.3% | +6.4% | -7.8% | -3.8% |
| 30D | -0.2% | +10.4% | -10.5% | -4.2% |
| 3M | +14.9% | +23.1% | -8.2% | +4.7% |
| 6M | +40.0% | +36.3% | +3.7% | +20.3% |
| YTD | +42.0% | +96.0% | -54.0% | +4.5% |
| 1Y | +56.9% | +94.2% | -37.4% | +15.2% |
| 3Y | +289.9% | +75.3% | +214.6% | +187.7% |
| 5Y | +259.2% | +187.2% | +72.0% | +100.7% |
| 10Y | +413.3% | +415.5% | -2.2% | +103.3% |
| All | +446.1% | +2,025.8% | -1,579.7% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling