+75.3%
EQNR vs BBIO
+154.4%
-79.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.4% | -3.2% | +9.6% | +6.5% |
| 30D | +10.4% | -13.6% | +24.0% | +10.4% |
| 3M | +23.1% | +7.2% | +15.8% | +22.9% |
| 6M | +36.3% | +1.5% | +34.8% | +36.1% |
| YTD | +96.0% | -5.3% | +101.3% | +95.8% |
| 1Y | +94.2% | +37.7% | +56.5% | +91.9% |
| 3Y | +75.3% | +153.9% | -78.6% | +74.1% |
| All | +75.3% | +154.4% | -79.2% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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