+237.5%
EQIX vs DGX
+1,135.9%
-898.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | -2.5% | -1.2% | -1.3% | -2.2% |
| 3M | 0.0% | +15.8% | -15.8% | -4.8% |
| 6M | +7.6% | +18.2% | -10.5% | +1.7% |
| YTD | +37.5% | +37.2% | +0.3% | +23.7% |
| 1Y | +32.9% | +30.4% | +2.6% | +21.3% |
| 3Y | +42.8% | +96.7% | -54.0% | +13.4% |
| 5Y | +35.8% | +67.2% | -31.3% | +12.8% |
| 10Y | +247.0% | +253.9% | -6.9% | +123.3% |
| All | +237.5% | +1,135.9% | -898.4% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling