+132.3%
BMY vs PLUG
-99.1%
+231.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.4% | -9.0% | -1.8% |
| 7D | -0.5% | +5.8% | -6.4% | -0.8% |
| 30D | +4.1% | -18.5% | +22.6% | +4.8% |
| 3M | -2.1% | -30.0% | +27.8% | -1.0% |
| 6M | +12.2% | -56.2% | +68.4% | +15.2% |
| YTD | +20.3% | -26.4% | +46.7% | +20.3% |
| 1Y | +39.2% | -42.2% | +81.4% | +40.3% |
| 3Y | +35.6% | -76.8% | +112.4% | +35.2% |
| 5Y | +28.6% | -96.2% | +124.8% | +34.3% |
| 10Y | +73.9% | +2.1% | +71.7% | +47.8% |
| All | +132.3% | -99.1% | +231.4% | +76.0% |
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