+281.8%
QCOM vs EQIX
+240.6%
+41.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +4.4% | +2.3% | +2.0% | +3.3% |
| 30D | +9.4% | +0.4% | +8.9% | +9.1% |
| 3M | -13.7% | -1.1% | -12.5% | -13.5% |
| 6M | +28.9% | +11.5% | +17.4% | +22.8% |
| YTD | +4.7% | +38.2% | -33.5% | -9.6% |
| 1Y | +13.5% | +36.7% | -23.2% | -1.8% |
| 3Y | +77.1% | +44.1% | +33.0% | +46.9% |
| 5Y | +38.9% | +34.8% | +4.1% | +15.7% |
| 10Y | +281.8% | +248.8% | +33.0% | +129.0% |
| All | +281.8% | +240.6% | +41.2% | +129.0% |
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