+93.9%
ILMN vs EQNR
+89.2%
+4.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.2% | +1.3% | -5.7% |
| 7D | -21.6% | -10.2% | -11.4% | -22.7% |
| 30D | -22.9% | +1.1% | -23.9% | -22.4% |
| 3M | +11.6% | +10.3% | +1.3% | +13.8% |
| 6M | +62.5% | +5.7% | +56.9% | +65.9% |
| YTD | +72.7% | +87.2% | -14.5% | +100.6% |
| 1Y | +93.9% | +87.4% | +6.4% | +126.5% |
| All | +93.9% | +89.2% | +4.6% | +126.5% |
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 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