+78.9%
INFY vs EQIX
+246.8%
-167.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | -9.9% | -2.5% | -7.4% | -9.4% |
| 3M | -4.6% | 0.0% | -4.5% | -4.9% |
| 6M | -18.5% | +7.6% | -26.1% | -20.4% |
| YTD | -36.5% | +37.5% | -74.0% | -42.5% |
| 1Y | -32.8% | +32.9% | -65.7% | -38.6% |
| 3Y | -32.2% | +42.8% | -75.0% | -40.6% |
| 5Y | -44.7% | +35.8% | -80.5% | -51.8% |
| All | +78.9% | +246.8% | -167.9% | +19.9% |
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