+129.9%
MRK vs EQNR
+183.4%
-53.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | -4.3% | +6.4% | -10.7% | -4.6% |
| 30D | +8.3% | +10.4% | -2.1% | +7.7% |
| 3M | +20.0% | +23.1% | -3.0% | +18.7% |
| 6M | +25.7% | +36.3% | -10.6% | +23.0% |
| YTD | +38.7% | +96.0% | -57.2% | +32.1% |
| 1Y | +74.7% | +94.2% | -19.5% | +66.3% |
| 3Y | +45.4% | +75.3% | -29.9% | +38.3% |
| All | +129.9% | +183.4% | -53.5% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling