+55.7%
ZTS vs EQIX
+246.8%
-191.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -0.8% | -2.5% | +1.7% | 0.0% |
| 3M | -9.7% | 0.0% | -9.7% | -10.4% |
| 6M | -38.4% | +7.6% | -46.0% | -40.6% |
| YTD | -41.1% | +37.5% | -78.6% | -49.0% |
| 1Y | -50.6% | +32.9% | -83.5% | -56.8% |
| 3Y | -59.1% | +42.8% | -101.9% | -66.3% |
| 5Y | -62.7% | +35.8% | -98.5% | -69.2% |
| All | +55.7% | +246.8% | -191.0% | -8.2% |
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