+87.5%
EQNR vs EXEL
+71.8%
+15.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | -1.9% |
| 7D | -10.6% | +3.8% | -14.4% | -9.7% |
| 30D | -1.1% | +17.8% | -18.9% | +3.0% |
| 3M | +12.6% | +21.2% | -8.5% | +18.3% |
| 6M | +4.9% | +54.7% | -49.8% | +17.3% |
| YTD | +86.1% | +56.8% | +29.3% | +108.8% |
| 1Y | +87.5% | +70.2% | +17.3% | +107.1% |
| All | +87.5% | +71.8% | +15.7% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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