+1,542.9%
AMGN vs PLUG
-98.6%
+1,641.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +7.8% | +3.3% | +4.5% | +7.6% |
| 3M | +27.3% | -39.7% | +67.0% | +30.5% |
| 6M | +16.8% | -12.5% | +29.3% | +16.6% |
| YTD | +36.3% | +10.2% | +26.2% | +33.6% |
| 1Y | +60.4% | +50.7% | +9.7% | +52.8% |
| 3Y | +86.3% | -74.5% | +160.8% | +84.6% |
| 5Y | +125.7% | -91.8% | +217.4% | +130.3% |
| 10Y | +247.0% | +43.7% | +203.3% | +168.6% |
| All | +1,542.9% | -98.6% | +1,641.5% | +1,133.6% |
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