+69.0%
QCOM vs EQIX
+44.0%
+25.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +3.3% | -0.8% | +4.1% | +3.6% |
| 30D | +7.7% | -1.4% | +9.1% | +8.2% |
| 3M | -30.1% | -4.4% | -25.6% | -29.0% |
| 6M | +22.8% | +7.9% | +14.9% | +19.3% |
| YTD | +0.2% | +37.3% | -37.1% | -12.0% |
| 1Y | +7.9% | +37.8% | -29.9% | -5.5% |
| All | +69.0% | +44.0% | +25.0% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling