+58.4%
PLUG vs BDX
+56.2%
+2.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.4% |
| 7D | +3.8% | -3.6% | +7.4% | +5.3% |
| 30D | +2.8% | +0.7% | +2.2% | +2.5% |
| 3M | -25.4% | +19.0% | -44.4% | -31.6% |
| 6M | -0.5% | +10.8% | -11.2% | -6.5% |
| YTD | +10.2% | +20.1% | -10.0% | -1.4% |
| 1Y | +53.9% | +23.1% | +30.8% | +36.3% |
| 3Y | -72.7% | -8.8% | -63.9% | -72.6% |
| 5Y | -91.4% | -1.4% | -90.0% | -91.8% |
| 10Y | +58.4% | +60.5% | -2.1% | +32.9% |
| All | +58.4% | +56.2% | +2.2% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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