-41.8%
INSM vs EQNR
+86.3%
-128.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -2.5% | -10.6% | +8.1% | -1.9% |
| 30D | +3.4% | -1.1% | +4.4% | +3.1% |
| 3M | +9.8% | +12.6% | -2.8% | +8.3% |
| 6M | -22.0% | +4.9% | -26.9% | -23.6% |
| YTD | -37.5% | +86.1% | -123.6% | -34.7% |
| 1Y | -41.8% | +87.5% | -129.3% | -39.5% |
| All | -41.8% | +86.3% | -128.1% | -39.5% |
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