+244.0%
EQIX vs NVMI
+3,158.6%
-2,914.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +0.2% | -0.1% | +0.2% | +0.2% |
| 30D | -2.5% | -8.4% | +5.9% | -1.1% |
| 3M | 0.0% | -33.6% | +33.5% | +6.4% |
| 6M | +7.6% | -14.7% | +22.3% | +8.5% |
| YTD | +37.5% | +13.2% | +24.3% | +30.5% |
| 1Y | +32.9% | +29.0% | +3.9% | +22.2% |
| 3Y | +42.8% | +215.0% | -172.2% | +3.3% |
| 5Y | +35.8% | +268.6% | -232.7% | -7.5% |
| All | +244.0% | +3,158.6% | -2,914.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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