+162.8%
FTNT vs EQIX
+34.9%
+127.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.3% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | -3.0% | -2.5% | -0.5% | -2.0% |
| 3M | +7.6% | 0.0% | +7.6% | +7.0% |
| 6M | +87.0% | +7.6% | +79.3% | +78.8% |
| YTD | +96.5% | +37.5% | +59.0% | +65.4% |
| 1Y | +92.9% | +32.9% | +60.0% | +64.8% |
| 3Y | +139.8% | +42.8% | +97.1% | +91.7% |
| All | +162.8% | +34.9% | +127.9% | +109.1% |
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