+1,594.0%
EQIX vs CAPR
-99.1%
+1,693.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -0.8% | -2.0% | +1.2% | -0.8% |
| 30D | -1.4% | +139.2% | -140.6% | -2.3% |
| 3M | -4.4% | -66.4% | +61.9% | -4.1% |
| 6M | +7.9% | -63.1% | +71.1% | +8.2% |
| YTD | +37.3% | -67.4% | +104.7% | +37.6% |
| 1Y | +37.8% | +58.2% | -20.5% | +33.9% |
| 3Y | +42.0% | +42.2% | -0.2% | +36.5% |
| 5Y | +29.6% | +87.3% | -57.6% | +23.7% |
| 10Y | +238.3% | -75.3% | +313.6% | +215.2% |
| All | +1,594.0% | -99.1% | +1,693.0% | +1,389.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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