+32.0%
QCOM vs EQNR
+41.1%
-9.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.2% |
| 7D | +4.9% | +5.7% | -0.8% | +6.1% |
| 30D | +9.3% | +11.3% | -2.0% | +11.9% |
| 3M | -7.0% | +21.5% | -28.5% | -2.4% |
| 6M | +32.0% | +41.8% | -9.8% | +39.9% |
| All | +32.0% | +41.1% | -9.1% | +39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling