-96.3%
PLUG vs BDX
+25.7%
-122.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.9% | +2.9% |
| 7D | +14.5% | +8.4% | +6.1% | +11.0% |
| 30D | -10.7% | +17.1% | -27.9% | -15.9% |
| 3M | -31.2% | +22.4% | -53.6% | -36.4% |
| 6M | -51.9% | +45.9% | -97.8% | -59.3% |
| YTD | -23.9% | +43.8% | -67.7% | -36.2% |
| 1Y | -43.4% | +57.8% | -101.2% | -55.1% |
| 3Y | -74.7% | +25.4% | -100.1% | -77.9% |
| 5Y | -96.3% | +26.0% | -122.3% | -96.7% |
| All | -96.3% | +25.7% | -122.0% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling