+42.8%
EQIX vs DGX
+96.4%
-53.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -2.5% | -1.2% | -1.3% | -2.3% |
| 3M | 0.0% | +15.8% | -15.8% | -3.1% |
| 6M | +7.6% | +18.2% | -10.5% | +3.7% |
| YTD | +37.5% | +37.2% | +0.3% | +27.1% |
| 1Y | +32.9% | +30.4% | +2.6% | +24.4% |
| 3Y | +42.8% | +96.7% | -54.0% | +14.5% |
| All | +42.8% | +96.4% | -53.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling