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  • PFE vs EQNR✓SelectedUSD · EQNRPFE vs EQNR performance historyLatest closeAs of-0.47%09/10
Stock and ETF performance explorer

PFE vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+81.5%
EQNR return
+2,040.5%
Excess return
-1,959.0%
Maximum drawdown
-66.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D-0.5%-0.3%-0.2%-0.4%
7D-4.0%+5.7%-9.8%-5.1%
30D+3.9%+11.3%-7.4%+1.6%
3M+9.9%+21.5%-11.6%+5.3%
6M+5.3%+41.8%-36.5%-2.9%
YTD+16.8%+97.3%-80.6%+0.5%
1Y+20.4%+89.9%-69.5%+4.2%
3Y-2.1%+76.9%-78.9%-15.6%
5Y-21.0%+189.2%-210.2%-40.6%
10Y+34.6%+419.0%-384.4%-16.2%
All+81.5%+2,040.5%-1,959.0%-15.4%

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