+23.4%
REGN vs EQNR
+183.4%
-160.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -5.6% | +6.4% | -12.0% | -5.9% |
| 30D | -2.0% | +10.4% | -12.3% | -2.5% |
| 3M | +28.0% | +23.1% | +4.9% | +26.2% |
| 6M | +1.2% | +36.3% | -35.1% | -1.7% |
| YTD | +1.6% | +96.0% | -94.3% | -4.6% |
| 1Y | +38.2% | +94.2% | -56.0% | +29.7% |
| 3Y | -5.4% | +75.3% | -80.6% | -11.3% |
| All | +23.4% | +183.4% | -160.0% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling