+237.0%
EQIX vs EXEL
+53.3%
+183.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.8% | +8.4% | -9.2% | -2.4% |
| 30D | -1.4% | +4.1% | -5.5% | -2.4% |
| 3M | -4.4% | +12.4% | -16.8% | -6.9% |
| 6M | +7.9% | +41.5% | -33.6% | +0.2% |
| YTD | +37.3% | +34.6% | +2.6% | +28.4% |
| 1Y | +37.8% | +57.9% | -20.1% | +24.2% |
| 3Y | +42.0% | +159.5% | -117.5% | +13.0% |
| 5Y | +29.6% | +198.5% | -168.8% | -1.3% |
| 10Y | +238.3% | +411.4% | -173.0% | +101.6% |
| All | +237.0% | +53.3% | +183.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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