+209.9%
AMGN vs PLUG
+56.9%
+152.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.1% | -14.2% | -10.2% |
| 7D | -10.3% | +8.1% | -18.4% | -10.5% |
| 30D | -3.8% | +3.7% | -7.4% | -4.0% |
| 3M | +14.4% | -29.2% | +43.5% | +15.6% |
| 6M | +7.8% | +6.1% | +1.7% | +6.9% |
| YTD | +22.6% | +14.7% | +7.9% | +20.6% |
| 1Y | +44.2% | +56.9% | -12.7% | +39.2% |
| 3Y | +65.8% | -71.6% | +137.4% | +64.1% |
| 5Y | +108.0% | -91.0% | +199.0% | +110.5% |
| 10Y | +209.9% | +55.9% | +154.0% | +160.2% |
| All | +209.9% | +56.9% | +152.9% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling