+237.0%
EQIX vs BN
+8,924.9%
-8,687.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.8% | -2.5% | +1.7% | +0.4% |
| 30D | -1.4% | -9.5% | +8.1% | +3.4% |
| 3M | -4.4% | -10.4% | +6.0% | +0.5% |
| 6M | +7.9% | -6.4% | +14.3% | +10.3% |
| YTD | +37.3% | -11.9% | +49.1% | +43.8% |
| 1Y | +37.8% | -8.6% | +46.4% | +40.9% |
| 3Y | +42.0% | +77.6% | -35.6% | 0.0% |
| 5Y | +29.6% | +37.0% | -7.4% | +1.5% |
| 10Y | +238.3% | +266.4% | -28.1% | +42.1% |
| All | +237.0% | +8,924.9% | -8,687.9% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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