+939.9%
NEM vs EQIX
+248.6%
+691.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +3.9% | +1.3% | +2.5% | +3.8% |
| 30D | +12.7% | +0.3% | +12.4% | +12.7% |
| 3M | +28.7% | -1.6% | +30.2% | +28.8% |
| 6M | +9.8% | +12.2% | -2.4% | +9.1% |
| YTD | +28.1% | +38.0% | -9.9% | +25.9% |
| 1Y | +69.3% | +38.9% | +30.4% | +66.4% |
| 3Y | +247.7% | +43.8% | +203.8% | +240.6% |
| 5Y | +153.4% | +30.4% | +123.0% | +148.6% |
| 10Y | +291.3% | +238.6% | +52.7% | +269.2% |
| All | +939.9% | +248.6% | +691.3% | +897.6% |
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