+17.4%
ISRG vs EQIX
+43.2%
-25.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | -5.2% | +1.3% | -6.5% | -5.6% |
| 30D | -7.6% | +0.3% | -7.9% | -7.8% |
| 3M | -16.4% | -1.6% | -14.8% | -16.3% |
| 6M | -28.6% | +12.2% | -40.7% | -32.2% |
| YTD | -38.2% | +38.0% | -76.1% | -46.7% |
| 1Y | -25.5% | +38.9% | -64.4% | -36.1% |
| 3Y | +17.4% | +43.8% | -26.4% | +2.1% |
| All | +17.4% | +43.2% | -25.7% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling