Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PANW vs EQNR✓SelectedUSD · EQNRPANW vs EQNR performance historyLatest closeAs of-2.32%09/11
Stock and ETF performance explorer

PANW vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,634.0%
EQNR return
+301.7%
Excess return
+3,332.3%
Maximum drawdown
-48.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D-2.3%-0.7%-1.6%-2.2%
7D-0.8%+6.4%-7.2%-1.9%
30D-14.6%+10.4%-24.9%-16.1%
3M+18.3%+23.1%-4.8%+13.3%
6M+100.5%+36.3%+64.2%+86.8%
YTD+79.5%+96.0%-16.5%+54.9%
1Y+66.7%+94.2%-27.5%+43.8%
3Y+161.2%+75.3%+86.0%+125.8%
5Y+322.2%+187.2%+135.0%+213.0%
10Y+1,273.8%+415.5%+858.3%+727.0%
All+3,634.0%+301.7%+3,332.3%+2,200.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling