+250.8%
QCOM vs EQIX
+298.3%
-47.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | 0.0% | +1.0% |
| 7D | +2.0% | +1.3% | +0.6% | +1.5% |
| 30D | +1.2% | +3.4% | -2.2% | 0.0% |
| 3M | +9.1% | +3.9% | +5.2% | +7.5% |
| 6M | -25.0% | -0.7% | -24.3% | -24.7% |
| YTD | +4.8% | +41.5% | -36.7% | -10.5% |
| 1Y | +3.6% | +32.9% | -29.3% | -9.1% |
| 3Y | +51.5% | +48.3% | +3.1% | +24.2% |
| 5Y | +19.7% | +52.3% | -32.6% | -4.8% |
| All | +250.8% | +298.3% | -47.5% | +94.1% |
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