+167.6%
SYK vs EQIX
+242.1%
-74.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.2% |
| 7D | -12.3% | -1.6% | -10.7% | -11.8% |
| 30D | -22.4% | -0.4% | -22.1% | -22.5% |
| 3M | -12.3% | -0.9% | -11.4% | -12.4% |
| 6M | -24.3% | +8.1% | -32.4% | -27.2% |
| YTD | -22.8% | +35.7% | -58.4% | -32.8% |
| 1Y | -28.8% | +34.0% | -62.7% | -37.9% |
| 3Y | -4.0% | +41.4% | -45.4% | -20.4% |
| 5Y | +3.8% | +34.0% | -30.2% | -13.9% |
| All | +167.6% | +242.1% | -74.5% | +49.7% |
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