+237.0%
EQIX vs BB
-14.8%
+251.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.8% | -5.6% | +4.8% | +0.2% |
| 30D | -1.4% | -11.8% | +10.4% | +0.5% |
| 3M | -4.4% | -25.5% | +21.1% | -0.8% |
| 6M | +7.9% | +121.3% | -113.3% | -8.6% |
| YTD | +37.3% | +103.2% | -65.9% | +17.7% |
| 1Y | +37.8% | +102.6% | -64.8% | +17.4% |
| 3Y | +42.0% | +37.5% | +4.5% | +21.7% |
| 5Y | +29.6% | -30.4% | +60.1% | +21.0% |
| 10Y | +238.3% | 0.0% | +238.3% | +137.9% |
| All | +237.0% | -14.8% | +251.8% | +96.8% |
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