-62.0%
FISV vs EQNR
+93.1%
-155.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.4% |
| 7D | -2.7% | +6.4% | -9.1% | -2.5% |
| 30D | 0.0% | +10.4% | -10.3% | +0.2% |
| 3M | -2.8% | +23.1% | -25.9% | -3.1% |
| 6M | -11.8% | +36.3% | -48.1% | -12.2% |
| YTD | -23.2% | +96.0% | -119.2% | -23.5% |
| 1Y | -62.0% | +94.2% | -156.2% | -62.5% |
| All | -62.0% | +93.1% | -155.1% | -62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling