+44.6%
DXCM vs EQNR
+89.2%
-44.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -6.2% | +12.8% | +5.6% |
| 7D | +12.5% | -10.2% | +22.7% | +10.8% |
| 30D | +1.8% | +1.1% | +0.8% | +1.9% |
| 3M | +1.8% | +10.3% | -8.6% | +3.2% |
| 6M | +47.4% | +5.7% | +41.7% | +48.1% |
| YTD | +33.3% | +87.2% | -53.9% | +44.0% |
| 1Y | +44.6% | +87.4% | -42.8% | +57.5% |
| All | +44.6% | +89.2% | -44.6% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling