+60.7%
BMY vs EQIX
+246.8%
-186.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.4% |
| 7D | -4.8% | +0.2% | -4.9% | -4.8% |
| 30D | -0.1% | -2.5% | +2.4% | +0.3% |
| 3M | +13.1% | 0.0% | +13.2% | +12.9% |
| 6M | +8.4% | +7.6% | +0.8% | +6.7% |
| YTD | +22.0% | +37.5% | -15.5% | +14.4% |
| 1Y | +40.3% | +32.9% | +7.4% | +32.4% |
| 3Y | +20.5% | +42.8% | -22.2% | +11.0% |
| 5Y | +23.7% | +35.8% | -12.1% | +13.7% |
| All | +60.7% | +246.8% | -186.0% | +29.3% |
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