+797.9%
QCOM vs EQIX
+246.9%
+551.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | +7.7% | -1.4% | +9.1% | +7.9% |
| 3M | -30.1% | -4.4% | -25.6% | -29.6% |
| 6M | +22.8% | +7.9% | +14.9% | +21.5% |
| YTD | +0.2% | +37.3% | -37.1% | -4.5% |
| 1Y | +7.9% | +37.8% | -29.9% | +2.7% |
| 3Y | +55.8% | +42.0% | +13.8% | +47.3% |
| 5Y | +30.1% | +29.6% | +0.4% | +24.1% |
| 10Y | +248.9% | +238.3% | +10.6% | +193.2% |
| All | +797.9% | +246.9% | +551.0% | +398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling