+14,754.1%
ISRG vs EQNR
+2,040.5%
+12,713.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -2.5% | +5.7% | -8.3% | -4.2% |
| 30D | -10.2% | +11.3% | -21.4% | -13.2% |
| 3M | -12.5% | +21.5% | -34.0% | -18.7% |
| 6M | -25.8% | +41.8% | -67.7% | -35.5% |
| YTD | -36.4% | +97.3% | -133.7% | -50.8% |
| 1Y | -19.9% | +89.9% | -109.8% | -37.4% |
| 3Y | +20.9% | +76.9% | -56.0% | -6.2% |
| 5Y | +5.7% | +189.2% | -183.5% | -34.6% |
| 10Y | +379.7% | +419.0% | -39.3% | +122.8% |
| All | +14,754.1% | +2,040.5% | +12,713.6% | +3,786.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling