-11.3%
BSX vs PLUG
-73.7%
+62.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.8% |
| 7D | +2.0% | -0.9% | +3.0% | +2.0% |
| 30D | +0.1% | +3.3% | -3.2% | +0.2% |
| 3M | -2.1% | -39.7% | +37.6% | -2.5% |
| 6M | -33.8% | -12.5% | -21.3% | -34.0% |
| YTD | -49.9% | +10.2% | -60.0% | -50.0% |
| 1Y | -55.4% | +50.7% | -106.1% | -55.6% |
| All | -11.3% | -73.7% | +62.4% | -13.3% |
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