+0.6%
NVO vs PLUG
-91.6%
+92.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -3.3% |
| 7D | +0.1% | +8.1% | -8.0% | -0.3% |
| 30D | -3.2% | +3.7% | -6.9% | -3.5% |
| 3M | +11.5% | -29.2% | +40.7% | +13.3% |
| 6M | +22.9% | +6.1% | +16.8% | +21.3% |
| YTD | -6.8% | +14.7% | -21.5% | -8.7% |
| 1Y | -12.6% | +56.9% | -69.6% | -16.2% |
| 3Y | -49.6% | -71.6% | +22.0% | -49.2% |
| 5Y | +0.6% | -91.0% | +91.6% | +6.2% |
| All | +0.6% | -91.6% | +92.1% | +6.2% |
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 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