-25.0%
TEVA vs EQNR
+416.8%
-441.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | +2.0% | +6.4% | -4.4% | 0.0% |
| 30D | +1.0% | +10.4% | -9.4% | -2.3% |
| 3M | +7.3% | +23.1% | -15.8% | -0.1% |
| 6M | +21.7% | +36.3% | -14.6% | +7.4% |
| YTD | +18.8% | +96.0% | -77.1% | -8.6% |
| 1Y | +86.5% | +94.2% | -7.7% | +43.2% |
| 3Y | +269.4% | +75.3% | +194.2% | +184.8% |
| 5Y | +303.6% | +187.2% | +116.4% | +131.6% |
| All | -25.0% | +416.8% | -441.8% | -64.6% |
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