+182.6%
ABBV vs PLUG
-91.8%
+274.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -1.5% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +4.2% | +3.3% | +0.8% | +4.1% |
| 3M | +14.8% | -39.7% | +54.5% | +15.3% |
| 6M | +10.3% | -12.5% | +22.8% | +10.2% |
| YTD | +14.9% | +10.2% | +4.7% | +14.4% |
| 1Y | +24.1% | +50.7% | -26.6% | +22.8% |
| 3Y | +91.9% | -74.5% | +166.4% | +88.1% |
| All | +182.6% | -91.8% | +274.4% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 5y: compounded portfolio wealth divided by compounded PLUG 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…
5y analysis · Full analysis span regression · 6 months rolling