-70.8%
FIS vs EQIX
+50.1%
-120.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.5% |
| 7D | +2.8% | +4.1% | -1.2% | +1.9% |
| 30D | -16.7% | +5.8% | -22.5% | -18.3% |
| 3M | -32.3% | -1.4% | -30.9% | -32.5% |
| 6M | -29.1% | -1.2% | -27.8% | -29.5% |
| YTD | -54.1% | +39.6% | -93.8% | -59.6% |
| 1Y | -53.7% | +36.8% | -90.6% | -58.9% |
| 3Y | -38.8% | +47.3% | -86.1% | -48.2% |
| All | -70.8% | +50.1% | -120.9% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling