+43.1%
BMY vs PLUG
-63.0%
+106.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.8% | +7.9% | -0.7% |
| 7D | -1.3% | -8.1% | +6.9% | -1.1% |
| 30D | +10.0% | -20.5% | +30.5% | +10.6% |
| 3M | -1.2% | -45.9% | +44.7% | +0.5% |
| 6M | +12.8% | -65.2% | +78.0% | +15.9% |
| YTD | +20.7% | -37.1% | +57.7% | +20.5% |
| 1Y | +32.6% | -54.6% | +87.2% | +34.0% |
| All | +43.1% | -63.0% | +106.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling