+409.3%
EQNR vs BRKR
+155.3%
+253.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +6.4% | -8.7% | +15.1% | +7.8% |
| 30D | +10.4% | -9.9% | +20.2% | +11.9% |
| 3M | +23.1% | -3.1% | +26.2% | +22.1% |
| 6M | +36.3% | +45.5% | -9.2% | +23.4% |
| YTD | +96.0% | +13.7% | +82.3% | +85.5% |
| 1Y | +94.2% | +67.4% | +26.8% | +66.8% |
| 3Y | +75.3% | -13.2% | +88.5% | +67.0% |
| 5Y | +187.2% | -39.5% | +226.7% | +198.0% |
| All | +409.3% | +155.3% | +253.9% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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