+218.9%
NVO vs PLUG
-25.0%
+243.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -10.5% | +12.9% | +2.9% |
| 7D | +3.3% | -23.4% | +26.7% | +4.5% |
| 30D | +9.2% | -23.4% | +32.7% | +10.5% |
| 3M | -9.8% | -51.7% | +42.0% | -6.8% |
| 6M | -10.4% | -72.0% | +61.5% | -5.3% |
| YTD | -14.1% | -43.7% | +29.6% | -12.8% |
| 1Y | -11.1% | -55.4% | +44.3% | -9.0% |
| 3Y | -54.9% | -68.0% | +13.1% | -55.3% |
| 5Y | -17.4% | -97.4% | +80.0% | -10.5% |
| All | +218.9% | -25.0% | +243.9% | +189.8% |
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