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  • PM vs EQNR✓SelectedUSD · EQNRPM vs EQNR performance historyLatest closeAs of+2.19%09/10
Stock and ETF performance explorer

PM vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+797.4%
EQNR return
+319.3%
Excess return
+478.1%
Maximum drawdown
-42.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D+2.2%-0.3%+2.5%+2.2%
7D+1.9%+5.7%-3.8%+0.6%
30D+1.9%+11.3%-9.4%-0.7%
3M+4.6%+21.5%-16.9%-0.6%
6M+11.7%+41.8%-30.2%+1.5%
YTD+20.4%+97.3%-77.0%+0.7%
1Y+19.0%+89.9%-71.0%+0.2%
3Y+130.4%+76.9%+53.5%+93.2%
5Y+131.5%+189.2%-57.7%+63.6%
10Y+218.7%+419.0%-200.4%+79.2%
All+797.4%+319.3%+478.1%+327.8%

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