-48.1%
DXCM vs EQIX
+50.1%
-98.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.1% |
| 7D | +4.9% | +4.1% | +0.9% | +3.2% |
| 30D | -0.2% | +5.8% | -6.0% | -2.6% |
| 3M | -8.9% | -1.4% | -7.5% | -8.9% |
| 6M | +42.3% | -1.2% | +43.5% | +41.2% |
| YTD | +25.6% | +39.6% | -14.1% | +4.1% |
| 1Y | +39.5% | +36.8% | +2.7% | +16.8% |
| 3Y | -15.3% | +47.3% | -62.5% | -33.4% |
| All | -48.1% | +50.1% | -98.1% | -61.1% |
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 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