+373.6%
BSX vs PLUG
-98.6%
+472.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.7% |
| 7D | +2.0% | -0.9% | +3.0% | +2.1% |
| 30D | +0.1% | +3.3% | -3.2% | -0.1% |
| 3M | -2.1% | -39.7% | +37.6% | +0.3% |
| 6M | -33.8% | -12.5% | -21.3% | -34.0% |
| YTD | -49.9% | +10.2% | -60.0% | -50.9% |
| 1Y | -55.4% | +50.7% | -106.1% | -57.7% |
| 3Y | -10.9% | -74.5% | +63.6% | -12.1% |
| 5Y | +6.4% | -91.8% | +98.2% | +8.9% |
| 10Y | +97.0% | +43.7% | +53.3% | +53.5% |
| All | +373.6% | -98.6% | +472.2% | +306.6% |
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