-40.7%
FIS vs EQIX
+242.1%
-282.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.8% |
| 7D | -8.9% | -1.6% | -7.3% | -8.4% |
| 30D | -9.9% | -0.4% | -9.6% | -10.0% |
| 3M | 0.0% | -0.9% | +0.9% | -0.3% |
| 6M | -22.9% | +8.1% | -31.0% | -25.7% |
| YTD | -40.9% | +35.7% | -76.5% | -48.0% |
| 1Y | -40.4% | +34.0% | -74.4% | -47.4% |
| 3Y | -25.4% | +41.4% | -66.8% | -36.9% |
| 5Y | -64.8% | +34.0% | -98.8% | -70.3% |
| All | -40.7% | +242.1% | -282.8% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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