+36.1%
MRNA vs EQNR
+72.8%
-36.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.4% |
| 7D | -1.1% | +6.4% | -7.5% | -1.1% |
| 30D | +126.1% | +10.4% | +115.8% | +126.0% |
| 3M | +190.0% | +23.1% | +166.9% | +189.7% |
| 6M | +157.2% | +36.3% | +120.9% | +150.0% |
| YTD | +388.2% | +96.0% | +292.2% | +346.0% |
| 1Y | +467.0% | +94.2% | +372.8% | +417.5% |
| 3Y | +36.1% | +75.3% | -39.2% | +20.6% |
| All | +36.1% | +72.8% | -36.7% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling