+244.0%
EQIX vs IDXX
+360.5%
-116.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +0.2% | -5.7% | +5.9% | +2.1% |
| 30D | -2.5% | -11.5% | +9.1% | +1.3% |
| 3M | 0.0% | -9.5% | +9.5% | +2.6% |
| 6M | +7.6% | -16.0% | +23.6% | +12.8% |
| YTD | +37.5% | -25.4% | +62.9% | +49.4% |
| 1Y | +32.9% | -21.8% | +54.7% | +40.9% |
| 3Y | +42.8% | +7.0% | +35.7% | +28.6% |
| 5Y | +35.8% | -26.0% | +61.8% | +36.5% |
| All | +244.0% | +360.5% | -116.5% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling