+242.8%
EQIX vs EXEL
+79.2%
+163.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +4.1% | -0.8% | +4.9% | +4.2% |
| 30D | +5.8% | +13.1% | -7.3% | +3.3% |
| 3M | -1.4% | +36.3% | -37.7% | -7.3% |
| 6M | -1.2% | +34.5% | -35.8% | -7.2% |
| YTD | +39.6% | +57.4% | -17.8% | +26.6% |
| 1Y | +36.8% | +62.9% | -26.1% | +23.1% |
| 3Y | +47.3% | +229.5% | -182.3% | +11.9% |
| 5Y | +50.1% | +281.2% | -231.1% | +9.2% |
| 10Y | +293.3% | +320.7% | -27.5% | +148.8% |
| All | +242.8% | +79.2% | +163.6% | +19.8% |
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