Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FCX vs EQNR✓SelectedUSD · EQNRFCX vs EQNR performance historyLatest closeAs of-0.20%09/11
Stock and ETF performance explorer

FCX vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,547.6%
EQNR return
+2,025.8%
Excess return
-478.3%
Maximum drawdown
-92.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D-0.2%-0.7%+0.5%+0.3%
7D-2.3%+6.4%-8.7%-6.9%
30D+2.7%+10.4%-7.7%-5.3%
3M+7.4%+23.1%-15.7%-11.4%
6M+16.0%+36.3%-20.3%-17.3%
YTD+40.9%+96.0%-55.0%-26.6%
1Y+56.4%+94.2%-37.8%-19.4%
3Y+84.2%+75.3%+9.0%-2.5%
5Y+114.6%+187.2%-72.6%-31.5%
10Y+668.4%+415.5%+252.9%+41.9%
All+1,547.6%+2,025.8%-478.3%+145.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling