+533.8%
ISRG vs EQIX
+300.0%
+233.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.4% |
| 7D | -6.1% | +7.6% | -13.7% | -9.6% |
| 30D | +4.2% | +5.2% | -1.0% | +1.3% |
| 3M | +9.6% | +0.8% | +8.8% | +8.4% |
| 6M | +1.9% | +0.2% | +1.6% | +0.3% |
| YTD | -22.3% | +42.2% | -64.5% | -37.3% |
| 1Y | -23.2% | +34.7% | -57.9% | -36.2% |
| 3Y | +58.5% | +49.0% | +9.5% | +21.7% |
| 5Y | +23.9% | +52.8% | -28.9% | -8.2% |
| All | +533.8% | +300.0% | +233.8% | +231.0% |
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