+244.0%
EQIX vs BBY
+252.7%
-8.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.8% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | -2.5% | +9.4% | -11.9% | -4.2% |
| 3M | 0.0% | +19.3% | -19.4% | -3.6% |
| 6M | +7.6% | +47.9% | -40.3% | -0.8% |
| YTD | +37.5% | +39.6% | -2.1% | +27.7% |
| 1Y | +32.9% | +22.2% | +10.7% | +26.3% |
| 3Y | +42.8% | +45.0% | -2.2% | +27.5% |
| 5Y | +35.8% | +2.6% | +33.3% | +26.2% |
| All | +244.0% | +252.7% | -8.7% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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