-21.8%
DXCM vs EQIX
+43.4%
-65.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -6.5% | +2.3% | -8.8% | -7.0% |
| 30D | -4.3% | +0.4% | -4.7% | -4.5% |
| 3M | +7.3% | -1.1% | +8.4% | +7.1% |
| 6M | +22.0% | +11.5% | +10.6% | +17.4% |
| YTD | +26.4% | +38.2% | -11.8% | +12.4% |
| 1Y | +7.0% | +36.7% | -29.7% | -5.0% |
| All | -21.8% | +43.4% | -65.2% | -28.1% |
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