+242.8%
EQIX vs BB
-1.6%
+244.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | +4.1% | +1.8% | +2.2% | +3.7% |
| 30D | +5.8% | +8.1% | -2.3% | +4.1% |
| 3M | -1.4% | -1.0% | -0.4% | -1.8% |
| 6M | -1.2% | +45.9% | -47.1% | -9.8% |
| YTD | +39.6% | +134.8% | -95.2% | +16.2% |
| 1Y | +36.8% | +104.6% | -67.8% | +16.3% |
| 3Y | +47.3% | +152.8% | -105.6% | +13.5% |
| 5Y | +50.1% | -17.4% | +67.6% | +36.1% |
| 10Y | +293.3% | +22.4% | +270.9% | +165.4% |
| All | +242.8% | -1.6% | +244.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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