+51.1%
NEM vs EQIX
+29.1%
+22.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.9% | +6.0% | +8.3% |
| 7D | +3.7% | +4.6% | -0.9% | +1.9% |
| 30D | +2.0% | +3.0% | -1.0% | +0.7% |
| 3M | +21.1% | +0.7% | +20.4% | +20.6% |
| 6M | +9.5% | -1.7% | +11.2% | +9.9% |
| YTD | +19.1% | +39.7% | -20.6% | +7.6% |
| 1Y | +51.1% | +29.7% | +21.4% | +50.2% |
| All | +51.1% | +29.1% | +22.0% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling