+29.8%
GILD vs EQNR
+89.0%
-59.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -2.9% |
| 7D | -2.2% | -1.9% | -0.3% | -2.2% |
| 30D | +10.1% | +12.6% | -2.5% | +10.1% |
| 3M | +15.2% | +16.5% | -1.3% | +14.6% |
| 6M | +3.1% | +31.8% | -28.6% | +1.2% |
| YTD | +20.9% | +89.8% | -68.9% | +15.1% |
| 1Y | +29.8% | +87.6% | -57.7% | +23.1% |
| All | +29.8% | +89.0% | -59.1% | +23.1% |
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