+2.9%
BSX vs PLUG
-96.4%
+99.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.5% | +2.9% |
| 7D | -0.7% | +14.5% | -15.2% | -1.0% |
| 30D | +3.0% | -10.7% | +13.7% | +3.2% |
| 3M | -10.7% | -31.2% | +20.5% | -10.1% |
| 6M | -18.4% | -51.9% | +33.5% | -17.4% |
| YTD | -53.8% | -23.9% | -30.0% | -54.1% |
| 1Y | -56.0% | -43.4% | -12.6% | -55.9% |
| 3Y | -14.4% | -74.7% | +60.3% | -14.0% |
| 5Y | +2.9% | -96.3% | +99.2% | +22.5% |
| All | +2.9% | -96.4% | +99.2% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling