+33.0%
NVS vs EQNR
+86.3%
-53.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.9% |
| 7D | +0.5% | -10.6% | +11.1% | -0.6% |
| 30D | +15.0% | -1.1% | +16.1% | +14.8% |
| 3M | +4.8% | +12.6% | -7.8% | +5.8% |
| 6M | +11.3% | +4.9% | +6.4% | +11.2% |
| YTD | +21.0% | +86.1% | -65.1% | +19.2% |
| 1Y | +33.0% | +87.5% | -54.6% | +30.9% |
| All | +33.0% | +86.3% | -53.3% | +30.9% |
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 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