+1.8%
PLUG vs BBIO
+144.2%
-142.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.3% | +4.2% |
| 7D | +8.1% | -2.4% | +10.5% | +8.8% |
| 30D | +3.7% | -11.5% | +15.2% | +7.0% |
| 3M | -29.2% | +11.0% | -40.1% | -31.6% |
| 6M | +6.1% | +14.4% | -8.3% | +0.7% |
| YTD | +14.7% | -2.3% | +17.0% | +13.3% |
| 1Y | +56.9% | +37.7% | +19.2% | +40.4% |
| 3Y | -71.6% | +163.1% | -234.8% | -79.6% |
| 5Y | -91.0% | +49.5% | -140.5% | -95.0% |
| All | +1.8% | +144.2% | -142.4% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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