+3,520.4%
ILMN vs EQNR
+2,040.5%
+1,479.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | -9.2% | +5.7% | -14.9% | -10.6% |
| 30D | +4.4% | +11.3% | -6.9% | +1.3% |
| 3M | +23.9% | +21.5% | +2.4% | +16.7% |
| 6M | +64.5% | +41.8% | +22.7% | +46.8% |
| YTD | +53.5% | +97.3% | -43.9% | +24.1% |
| 1Y | +110.8% | +89.9% | +20.9% | +71.7% |
| 3Y | +30.7% | +76.9% | -46.2% | +6.0% |
| 5Y | -54.8% | +189.2% | -244.0% | -69.8% |
| 10Y | +25.5% | +419.0% | -393.5% | -34.0% |
| All | +3,520.4% | +2,040.5% | +1,479.9% | +1,284.6% |
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