-38.8%
FIS vs EQIX
+47.7%
-86.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.3% |
| 7D | +2.8% | +4.1% | -1.2% | +2.5% |
| 30D | -16.7% | +5.8% | -22.5% | -17.4% |
| 3M | -32.3% | -1.4% | -30.9% | -32.1% |
| 6M | -29.1% | -1.2% | -27.8% | -29.1% |
| YTD | -54.1% | +39.6% | -93.8% | -58.4% |
| 1Y | -53.7% | +36.8% | -90.6% | -57.8% |
| 3Y | -38.8% | +47.3% | -86.1% | -47.8% |
| All | -38.8% | +47.7% | -86.5% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling