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  • CAT vs EQIX✓SelectedUSD · EQIXCAT vs EQIX performance historyLatest closeAs of-0.84%09/09
Stock and ETF performance explorer

CAT vs EQIX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,157.1%
EQIX return
+240.6%
Excess return
+916.5%
Maximum drawdown
-43.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEQIXExcessAlpha
1D-0.8%+0.2%-1.0%-0.9%
7D+2.9%+2.3%+0.6%+2.3%
30D-2.6%+0.4%-3.1%-2.8%
3M-10.7%-1.1%-9.6%-10.4%
6M+16.1%+11.5%+4.7%+12.8%
YTD+43.2%+38.2%+5.0%+30.9%
1Y+96.8%+36.7%+60.2%+80.2%
3Y+201.4%+44.1%+157.3%+169.0%
5Y+332.7%+34.8%+297.8%+285.1%
10Y+1,157.1%+248.8%+908.3%+766.9%
All+1,157.1%+240.6%+916.5%+766.9%

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 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