-7.2%
SYK vs EQNR
+74.0%
-81.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -12.3% | +5.7% | -18.1% | -12.1% |
| 30D | -22.4% | +11.3% | -33.7% | -22.0% |
| 3M | -12.3% | +21.5% | -33.8% | -11.6% |
| 6M | -24.3% | +41.8% | -66.2% | -23.5% |
| YTD | -22.8% | +97.3% | -120.1% | -22.2% |
| 1Y | -28.8% | +89.9% | -118.7% | -28.2% |
| All | -7.2% | +74.0% | -81.2% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling