+12.2%
BMY vs PLUG
-56.5%
+68.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.4% | -9.0% | -1.2% |
| 7D | -0.5% | +5.8% | -6.4% | -0.1% |
| 30D | +4.1% | -18.5% | +22.6% | +3.1% |
| 3M | -2.1% | -30.0% | +27.8% | -3.7% |
| 6M | +12.2% | -56.2% | +68.4% | +7.4% |
| All | +12.2% | -56.5% | +68.7% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling