+280.4%
EMR vs EQIX
+293.0%
-12.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | +2.8% | +4.1% | -1.2% | +1.6% |
| 30D | +3.7% | +5.8% | -2.2% | +1.9% |
| 3M | +2.0% | -1.4% | +3.4% | +2.3% |
| 6M | +22.1% | -1.2% | +23.3% | +22.2% |
| YTD | +27.2% | +39.6% | -12.4% | +14.1% |
| 1Y | +32.0% | +36.8% | -4.8% | +19.1% |
| 3Y | +103.3% | +47.3% | +56.0% | +77.3% |
| 5Y | +88.2% | +50.1% | +38.1% | +59.6% |
| All | +280.4% | +293.0% | -12.6% | +162.3% |
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