-17.8%
NTNX vs EQNR
+77.2%
-95.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +1.9% |
| 7D | -7.7% | -9.4% | +1.8% | -7.9% |
| 30D | -20.3% | -4.4% | -15.9% | -20.2% |
| 3M | -5.1% | +6.7% | -11.8% | -4.8% |
| 6M | +29.3% | +14.3% | +15.0% | +30.0% |
| YTD | +15.1% | +79.9% | -64.8% | +18.8% |
| All | -17.8% | +77.2% | -95.1% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling