+192.5%
JNJ vs EQNR
+416.8%
-224.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -3.5% | +6.4% | -9.9% | -4.2% |
| 30D | +2.3% | +10.4% | -8.0% | +1.1% |
| 3M | +12.0% | +23.1% | -11.1% | +9.2% |
| 6M | +10.5% | +36.3% | -25.8% | +5.9% |
| YTD | +30.4% | +96.0% | -65.6% | +19.5% |
| 1Y | +52.1% | +94.2% | -42.1% | +39.3% |
| 3Y | +77.8% | +75.3% | +2.5% | +63.2% |
| 5Y | +82.9% | +187.2% | -104.3% | +49.5% |
| All | +192.5% | +416.8% | -224.3% | +106.8% |
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