+53.3%
NVS vs EQNR
+72.8%
-19.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -14.3% | +6.4% | -20.7% | -14.4% |
| 30D | -10.0% | +10.4% | -20.3% | -10.2% |
| 3M | -10.9% | +23.1% | -34.0% | -11.5% |
| 6M | -12.0% | +36.3% | -48.3% | -13.7% |
| YTD | +2.5% | +96.0% | -93.5% | -3.1% |
| 1Y | +10.7% | +94.2% | -83.5% | +4.6% |
| 3Y | +53.3% | +75.3% | -22.0% | +44.2% |
| All | +53.3% | +72.8% | -19.5% | +44.2% |
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