+159.7%
GILD vs EQNR
+416.8%
-257.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.8% | +6.4% | -11.3% | -5.5% |
| 30D | +5.8% | +10.4% | -4.6% | +4.6% |
| 3M | +14.9% | +23.1% | -8.2% | +12.1% |
| 6M | -0.4% | +36.3% | -36.6% | -4.5% |
| YTD | +18.5% | +96.0% | -77.4% | +8.5% |
| 1Y | +25.1% | +94.2% | -69.1% | +14.6% |
| 3Y | +105.9% | +75.3% | +30.6% | +88.9% |
| 5Y | +143.0% | +187.2% | -44.2% | +101.6% |
| All | +159.7% | +416.8% | -257.1% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling