+244.0%
EQIX vs NVS
+179.5%
+64.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.2% | -14.3% | +14.4% | +6.1% |
| 30D | -2.5% | -10.0% | +7.5% | +0.8% |
| 3M | 0.0% | -10.9% | +10.8% | +3.5% |
| 6M | +7.6% | -12.0% | +19.6% | +11.8% |
| YTD | +37.5% | +2.5% | +35.0% | +32.7% |
| 1Y | +32.9% | +10.7% | +22.2% | +23.3% |
| 3Y | +42.8% | +53.3% | -10.6% | +10.3% |
| 5Y | +35.8% | +93.6% | -57.8% | -9.3% |
| All | +244.0% | +179.5% | +64.4% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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