+400.6%
BSX vs EQNR
+2,025.8%
-1,625.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -10.1% | +6.4% | -16.5% | -11.6% |
| 30D | -16.4% | +10.4% | -26.8% | -18.7% |
| 3M | -8.9% | +23.1% | -32.0% | -14.3% |
| 6M | -38.3% | +36.3% | -74.6% | -44.0% |
| YTD | -54.9% | +96.0% | -150.9% | -63.2% |
| 1Y | -58.8% | +94.2% | -153.0% | -66.4% |
| 3Y | -21.2% | +75.3% | -96.5% | -35.5% |
| 5Y | -3.3% | +187.2% | -190.5% | -34.8% |
| 10Y | +82.8% | +415.5% | -332.7% | -2.0% |
| All | +400.6% | +2,025.8% | -1,625.2% | +135.4% |
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