+257.0%
DXCM vs EQNR
+416.8%
-159.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.5% | +6.4% | -12.0% | -6.5% |
| 30D | -8.6% | +10.4% | -18.9% | -10.0% |
| 3M | +10.3% | +23.1% | -12.8% | +6.4% |
| 6M | +25.2% | +36.3% | -11.1% | +17.6% |
| YTD | +25.1% | +96.0% | -70.9% | +9.6% |
| 1Y | +9.2% | +94.2% | -85.0% | -4.3% |
| 3Y | -22.6% | +75.3% | -97.9% | -32.0% |
| 5Y | -39.5% | +187.2% | -226.8% | -53.8% |
| All | +257.0% | +416.8% | -159.8% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling