+36.2%
QCOM vs EQIX
+30.6%
+5.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | +5.1% | +1.3% | +3.7% | +4.5% |
| 30D | +4.3% | +0.3% | +3.9% | +4.0% |
| 3M | -19.6% | -1.6% | -18.1% | -19.3% |
| 6M | +29.5% | +12.2% | +17.3% | +23.1% |
| YTD | +3.4% | +38.0% | -34.6% | -10.8% |
| 1Y | +10.9% | +38.9% | -28.0% | -4.8% |
| 3Y | +74.8% | +43.8% | +31.0% | +44.6% |
| 5Y | +36.2% | +30.4% | +5.8% | +0.5% |
| All | +36.2% | +30.6% | +5.6% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling