+370.1%
ISRG vs EQIX
+240.6%
+129.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -5.0% | +2.3% | -7.3% | -6.2% |
| 30D | -10.2% | +0.4% | -10.7% | -10.6% |
| 3M | -17.2% | -1.1% | -16.1% | -17.4% |
| 6M | -28.4% | +11.5% | -39.9% | -33.2% |
| YTD | -37.6% | +38.2% | -75.8% | -48.6% |
| 1Y | -24.4% | +36.7% | -61.1% | -37.5% |
| 3Y | +18.4% | +44.1% | -25.6% | -7.2% |
| 5Y | -1.0% | +34.8% | -35.8% | -21.3% |
| 10Y | +370.1% | +248.8% | +121.3% | +142.4% |
| All | +370.1% | +240.6% | +129.5% | +142.4% |
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