+7,120.3%
IDXX vs EQNR
+2,025.8%
+5,094.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -5.7% | +6.4% | -12.2% | -6.9% |
| 30D | -11.5% | +10.4% | -21.9% | -13.4% |
| 3M | -9.5% | +23.1% | -32.6% | -13.8% |
| 6M | -16.0% | +36.3% | -52.2% | -22.5% |
| YTD | -25.4% | +96.0% | -121.4% | -36.6% |
| 1Y | -21.8% | +94.2% | -116.0% | -33.6% |
| 3Y | +7.0% | +75.3% | -68.2% | -8.7% |
| 5Y | -26.0% | +187.2% | -213.2% | -45.4% |
| 10Y | +358.9% | +415.5% | -56.5% | +176.2% |
| All | +7,120.3% | +2,025.8% | +5,094.5% | +3,425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling