+167.6%
SYK vs EQNR
+420.4%
-252.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -12.3% | +5.7% | -18.1% | -13.4% |
| 30D | -22.4% | +11.3% | -33.7% | -24.3% |
| 3M | -12.3% | +21.5% | -33.8% | -16.5% |
| 6M | -24.3% | +41.8% | -66.2% | -31.2% |
| YTD | -22.8% | +97.3% | -120.1% | -35.6% |
| 1Y | -28.8% | +89.9% | -118.7% | -40.3% |
| 3Y | -4.0% | +76.9% | -80.8% | -19.9% |
| 5Y | +3.8% | +189.2% | -185.4% | -31.2% |
| All | +167.6% | +420.4% | -252.8% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling