-11.4%
INSM vs EQNR
+85.2%
-96.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +6.5% | +1.7% | +4.8% | +6.4% |
| 30D | +27.5% | +11.5% | +16.1% | +26.8% |
| 3M | +20.4% | +12.9% | +7.5% | +19.7% |
| 6M | -15.7% | +36.0% | -51.7% | -12.9% |
| YTD | -27.4% | +84.1% | -111.6% | -21.1% |
| 1Y | -11.4% | +83.8% | -95.2% | -2.8% |
| All | -11.4% | +85.2% | -96.6% | -2.8% |
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 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