+237.0%
EQIX vs BAX
+90.8%
+146.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | -1.4% | -5.5% | +4.0% | -0.1% |
| 3M | -4.4% | +33.5% | -38.0% | -12.3% |
| 6M | +7.9% | +35.9% | -27.9% | -1.9% |
| YTD | +37.3% | +35.4% | +1.9% | +23.0% |
| 1Y | +37.8% | +9.8% | +28.0% | +30.0% |
| 3Y | +42.0% | -32.7% | +74.7% | +50.2% |
| 5Y | +29.6% | -65.6% | +95.2% | +66.5% |
| 10Y | +238.3% | -34.9% | +273.2% | +254.4% |
| All | +237.0% | +90.8% | +146.2% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 all: compounded portfolio wealth divided by compounded BAX 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…
all analysis · Full analysis span regression · 6 months rolling