-22.6%
DXCM vs EQNR
+72.8%
-95.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.5% | +6.4% | -12.0% | -5.7% |
| 30D | -8.6% | +10.4% | -18.9% | -8.7% |
| 3M | +10.3% | +23.1% | -12.8% | +9.8% |
| 6M | +25.2% | +36.3% | -11.1% | +22.7% |
| YTD | +25.1% | +96.0% | -70.9% | +18.1% |
| 1Y | +9.2% | +94.2% | -85.0% | +3.1% |
| 3Y | -22.6% | +75.3% | -97.9% | -28.2% |
| All | -22.6% | +72.8% | -95.4% | -28.2% |
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