+833.7%
INSM vs EQIX
+246.8%
+586.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | -2.2% | -2.5% | +0.3% | -1.1% |
| 3M | +33.8% | 0.0% | +33.8% | +32.8% |
| 6M | -7.2% | +7.6% | -14.8% | -11.0% |
| YTD | -25.6% | +37.5% | -63.2% | -37.9% |
| 1Y | -11.2% | +32.9% | -44.1% | -24.5% |
| 3Y | +388.3% | +42.8% | +345.6% | +288.3% |
| 5Y | +376.6% | +35.8% | +340.8% | +278.9% |
| All | +833.7% | +246.8% | +586.9% | +366.3% |
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