+62.0%
BMY vs PLUG
+56.9%
+5.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -3.3% |
| 7D | -3.3% | +8.1% | -11.5% | -3.6% |
| 30D | 0.0% | +3.7% | -3.7% | -0.2% |
| 3M | +17.7% | -29.2% | +46.9% | +18.7% |
| 6M | +9.6% | +6.1% | +3.5% | +8.8% |
| YTD | +24.0% | +14.7% | +9.3% | +22.3% |
| 1Y | +45.1% | +56.9% | -11.8% | +40.9% |
| 3Y | +22.5% | -71.6% | +94.1% | +21.0% |
| 5Y | +22.3% | -91.0% | +113.3% | +22.4% |
| 10Y | +62.0% | +55.9% | +6.1% | +37.2% |
| All | +62.0% | +56.9% | +5.0% | +37.2% |
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