+504.9%
ABBV vs EQIX
+246.8%
+258.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +3.4% | -2.5% | +5.8% | +3.8% |
| 3M | +15.2% | 0.0% | +15.3% | +14.9% |
| 6M | +14.7% | +7.6% | +7.0% | +12.5% |
| YTD | +15.2% | +37.5% | -22.3% | +7.0% |
| 1Y | +20.4% | +32.9% | -12.5% | +12.5% |
| 3Y | +91.3% | +42.8% | +48.6% | +73.8% |
| 5Y | +189.6% | +35.8% | +153.7% | +162.5% |
| All | +504.9% | +246.8% | +258.1% | +345.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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