+37.1%
ILMN vs EQNR
+72.8%
-35.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | -5.4% | +6.4% | -11.8% | -5.4% |
| 30D | +7.0% | +10.4% | -3.3% | +6.9% |
| 3M | +24.2% | +23.1% | +1.1% | +24.1% |
| 6M | +69.9% | +36.3% | +33.6% | +67.7% |
| YTD | +57.4% | +96.0% | -38.6% | +50.4% |
| 1Y | +107.9% | +94.2% | +13.7% | +98.5% |
| 3Y | +37.1% | +75.3% | -38.1% | +28.8% |
| All | +37.1% | +72.8% | -35.7% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling