+151.4%
ADBE vs EQIX
+246.8%
-95.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | -5.4% | +0.2% | -5.5% | -5.4% |
| 30D | -2.5% | -2.5% | 0.0% | -1.4% |
| 3M | +15.3% | 0.0% | +15.3% | +14.2% |
| 6M | -7.8% | +7.6% | -15.5% | -12.5% |
| YTD | -27.9% | +37.5% | -65.4% | -40.3% |
| 1Y | -28.0% | +32.9% | -61.0% | -39.5% |
| 3Y | -55.3% | +42.8% | -98.1% | -65.0% |
| 5Y | -61.7% | +35.8% | -97.5% | -69.8% |
| All | +151.4% | +246.8% | -95.3% | +27.5% |
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