+210.3%
NVO vs PLUG
-2.2%
+212.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -2.6% | -6.8% | +4.3% | -2.3% |
| 30D | +6.5% | -16.0% | +22.6% | +7.3% |
| 3M | -11.8% | -38.7% | +27.0% | -9.8% |
| 6M | -10.3% | -61.4% | +51.1% | -6.6% |
| YTD | -15.2% | -31.0% | +15.8% | -14.8% |
| 1Y | -12.2% | -46.2% | +34.0% | -10.9% |
| 3Y | -55.7% | -61.5% | +5.8% | -56.4% |
| 5Y | -18.7% | -96.9% | +78.1% | -12.7% |
| 10Y | +210.3% | -7.5% | +217.8% | +177.2% |
| All | +210.3% | -2.2% | +212.5% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling