+543.1%
VEEV vs EQNR
+416.8%
+126.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -4.6% | +6.4% | -11.1% | -5.4% |
| 30D | +8.6% | +10.4% | -1.7% | +7.2% |
| 3M | +62.4% | +23.1% | +39.3% | +57.6% |
| 6M | +40.3% | +36.3% | +4.0% | +33.5% |
| YTD | +17.5% | +96.0% | -78.4% | +5.6% |
| 1Y | -6.1% | +94.2% | -100.3% | -15.6% |
| 3Y | +16.7% | +75.3% | -58.6% | +5.0% |
| 5Y | -13.3% | +187.2% | -200.6% | -31.0% |
| All | +543.1% | +416.8% | +126.3% | +349.4% |
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