+103.9%
VTRS vs EQNR
+84.5%
+19.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.2% | +4.8% |
| 7D | +4.6% | -13.9% | +18.4% | +2.9% |
| 30D | +13.8% | +0.9% | +12.9% | +14.2% |
| 3M | +23.1% | +7.4% | +15.7% | +24.5% |
| 6M | +26.7% | +12.6% | +14.1% | +28.6% |
| YTD | +63.7% | +83.7% | -20.0% | +41.6% |
| 1Y | +103.9% | +83.3% | +20.6% | +77.3% |
| All | +103.9% | +84.5% | +19.4% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling