-39.3%
DXCM vs EQIX
+31.3%
-70.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -6.5% | +2.3% | -8.8% | -7.4% |
| 30D | -4.3% | +0.4% | -4.7% | -4.7% |
| 3M | +7.3% | -1.1% | +8.4% | +6.9% |
| 6M | +22.0% | +11.5% | +10.6% | +14.8% |
| YTD | +26.4% | +38.2% | -11.8% | +6.1% |
| 1Y | +7.0% | +36.7% | -29.7% | -10.3% |
| 3Y | -19.6% | +44.1% | -63.7% | -35.7% |
| 5Y | -39.3% | +34.8% | -74.1% | -53.7% |
| All | -39.3% | +31.3% | -70.6% | -53.7% |
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 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