+275.3%
UMC vs EQIX
+240.1%
+35.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +13.6% | +2.3% | +11.3% | +13.2% |
| 30D | +20.8% | +0.4% | +20.3% | +20.6% |
| 3M | +16.1% | -1.1% | +17.3% | +16.2% |
| 6M | +137.3% | +11.5% | +125.8% | +133.1% |
| YTD | +193.8% | +38.2% | +155.5% | +178.6% |
| 1Y | +236.1% | +36.7% | +199.4% | +219.1% |
| 3Y | +267.1% | +44.1% | +223.0% | +243.9% |
| 5Y | +145.3% | +34.8% | +110.4% | +131.2% |
| 10Y | +1,857.3% | +248.8% | +1,608.5% | +1,480.7% |
| All | +275.3% | +240.1% | +35.2% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling