+68.5%
BMY vs PLUG
+6.6%
+61.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.4% | -9.0% | -1.8% |
| 7D | -0.5% | +5.8% | -6.4% | -0.7% |
| 30D | +4.1% | -18.5% | +22.6% | +4.7% |
| 3M | -2.1% | -30.0% | +27.8% | -1.2% |
| 6M | +12.2% | -56.2% | +68.4% | +14.5% |
| YTD | +20.3% | -26.4% | +46.7% | +20.1% |
| 1Y | +39.2% | -42.2% | +81.4% | +39.9% |
| 3Y | +35.6% | -76.8% | +112.4% | +34.8% |
| 5Y | +28.6% | -96.2% | +124.8% | +32.7% |
| All | +68.5% | +6.6% | +61.9% | +44.5% |
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