+24.5%
BX vs EQNR
+72.8%
-48.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | -5.6% | +6.4% | -12.1% | -5.9% |
| 30D | -12.2% | +10.4% | -22.6% | -12.7% |
| 3M | +7.4% | +23.1% | -15.7% | +5.9% |
| 6M | +22.2% | +36.3% | -14.1% | +17.2% |
| YTD | -14.0% | +96.0% | -110.0% | -23.2% |
| 1Y | -27.3% | +94.2% | -121.5% | -35.1% |
| 3Y | +24.5% | +75.3% | -50.7% | +9.5% |
| All | +24.5% | +72.8% | -48.3% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling