+833.7%
INSM vs EQNR
+416.8%
+416.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +2.5% | +6.4% | -4.0% | +0.2% |
| 30D | -2.2% | +10.4% | -12.5% | -5.6% |
| 3M | +33.8% | +23.1% | +10.7% | +23.8% |
| 6M | -7.2% | +36.3% | -43.5% | -18.2% |
| YTD | -25.6% | +96.0% | -121.6% | -43.4% |
| 1Y | -11.2% | +94.2% | -105.5% | -32.6% |
| 3Y | +388.3% | +75.3% | +313.1% | +274.0% |
| 5Y | +376.6% | +187.2% | +189.4% | +164.8% |
| All | +833.7% | +416.8% | +416.9% | +310.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling