-23.0%
IDXX vs EQNR
+183.4%
-206.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -5.7% | +6.4% | -12.2% | -6.0% |
| 30D | -11.5% | +10.4% | -21.9% | -11.9% |
| 3M | -9.5% | +23.1% | -32.6% | -10.5% |
| 6M | -16.0% | +36.3% | -52.2% | -18.1% |
| YTD | -25.4% | +96.0% | -121.4% | -30.1% |
| 1Y | -21.8% | +94.2% | -116.0% | -26.7% |
| 3Y | +7.0% | +75.3% | -68.2% | +0.2% |
| All | -23.0% | +183.4% | -206.3% | -24.5% |
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 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