+233.0%
EQIX vs BBY
+419.2%
-186.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -0.4% | +5.8% | -6.1% | -1.9% |
| 3M | -0.9% | +18.0% | -18.9% | -5.4% |
| 6M | +8.1% | +39.8% | -31.7% | -1.7% |
| YTD | +35.7% | +35.4% | +0.3% | +23.8% |
| 1Y | +34.0% | +21.4% | +12.6% | +25.0% |
| 3Y | +41.4% | +39.5% | +1.9% | +23.3% |
| 5Y | +34.0% | -0.5% | +34.5% | +24.1% |
| 10Y | +242.4% | +240.0% | +2.3% | +111.0% |
| All | +233.0% | +419.2% | -186.2% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling