-53.1%
FISV vs EQNR
+183.4%
-236.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.5% |
| 7D | -2.7% | +6.4% | -9.1% | -3.2% |
| 30D | 0.0% | +10.4% | -10.3% | -0.8% |
| 3M | -2.8% | +23.1% | -25.9% | -4.7% |
| 6M | -11.8% | +36.3% | -48.1% | -14.7% |
| YTD | -23.2% | +96.0% | -119.2% | -28.5% |
| 1Y | -62.0% | +94.2% | -156.2% | -64.6% |
| 3Y | -57.6% | +75.3% | -132.9% | -60.4% |
| All | -53.1% | +183.4% | -236.5% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling