+386.2%
ISRG vs EQNR
+416.8%
-30.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +0.7% | +6.4% | -5.8% | -0.7% |
| 30D | -8.0% | +10.4% | -18.4% | -10.0% |
| 3M | -10.6% | +23.1% | -33.7% | -15.3% |
| 6M | -25.1% | +36.3% | -61.4% | -31.9% |
| YTD | -34.8% | +96.0% | -130.8% | -46.5% |
| 1Y | -19.0% | +94.2% | -113.2% | -33.5% |
| 3Y | +22.1% | +75.3% | -53.2% | +0.7% |
| 5Y | +8.2% | +187.2% | -179.0% | -28.5% |
| All | +386.2% | +416.8% | -30.6% | +159.0% |
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