-19.3%
ISRG vs EQNR
+85.2%
-104.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -1.1% |
| 7D | -1.6% | +1.7% | -3.3% | -1.2% |
| 30D | -2.3% | +11.5% | -13.7% | +0.2% |
| 3M | -12.4% | +12.9% | -25.3% | -9.5% |
| 6M | -26.8% | +36.0% | -62.8% | -23.7% |
| YTD | -35.3% | +84.1% | -119.4% | -32.5% |
| 1Y | -19.3% | +83.8% | -103.1% | -17.2% |
| All | -19.3% | +85.2% | -104.5% | -17.2% |
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