-1.2%
BSX vs PLUG
-91.6%
+90.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.1% | -10.0% | -6.0% |
| 7D | -6.4% | +8.1% | -14.6% | -6.6% |
| 30D | -8.8% | +3.7% | -12.5% | -8.9% |
| 3M | -7.6% | -29.2% | +21.5% | -7.1% |
| 6M | -37.0% | +6.1% | -43.1% | -37.5% |
| YTD | -52.8% | +14.7% | -67.5% | -53.4% |
| 1Y | -58.4% | +56.9% | -115.4% | -59.7% |
| 3Y | -16.5% | -71.6% | +55.1% | -15.1% |
| 5Y | -1.2% | -91.0% | +89.9% | +5.5% |
| All | -1.2% | -91.6% | +90.4% | +5.5% |
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