-26.5%
FIS vs EQIX
+43.4%
-69.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -9.1% | +2.3% | -11.4% | -9.5% |
| 30D | -10.4% | +0.4% | -10.9% | -10.6% |
| 3M | -3.7% | -1.1% | -2.6% | -3.8% |
| 6M | -24.8% | +11.5% | -36.2% | -27.2% |
| YTD | -41.6% | +38.2% | -79.8% | -47.2% |
| 1Y | -42.7% | +36.7% | -79.4% | -48.2% |
| All | -26.5% | +43.4% | -69.8% | -36.2% |
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