+1,630.0%
AMGN vs PLUG
-99.1%
+1,729.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.4% |
| 7D | -1.2% | +5.8% | -7.0% | -1.5% |
| 30D | +11.5% | -18.5% | +30.0% | +12.6% |
| 3M | +14.4% | -30.0% | +44.3% | +16.4% |
| 6M | +40.9% | -56.2% | +97.1% | +46.4% |
| YTD | +43.5% | -26.4% | +69.9% | +43.5% |
| 1Y | +49.9% | -42.2% | +92.2% | +51.6% |
| 3Y | +84.6% | -76.8% | +161.5% | +83.8% |
| 5Y | +151.6% | -96.2% | +247.9% | +168.8% |
| 10Y | +358.2% | +2.1% | +356.1% | +261.0% |
| All | +1,630.0% | -99.1% | +1,729.1% | +1,225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling