+8.8%
DXCM vs EQNR
+85.2%
-76.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.1% |
| 7D | -3.2% | +1.7% | -4.9% | -3.0% |
| 30D | +6.3% | +11.5% | -5.1% | +7.6% |
| 3M | +21.1% | +12.9% | +8.2% | +22.6% |
| 6M | +20.6% | +36.0% | -15.4% | +22.0% |
| YTD | +32.4% | +84.1% | -51.7% | +34.2% |
| 1Y | +8.8% | +83.8% | -74.9% | +9.3% |
| All | +8.8% | +85.2% | -76.4% | +9.3% |
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