-98.6%
PLUG vs BDX
+1,346.8%
-1,445.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.8% |
| 7D | -0.9% | -2.5% | +1.6% | +0.6% |
| 30D | +3.3% | +8.3% | -4.9% | -1.6% |
| 3M | -39.7% | +24.4% | -64.1% | -48.1% |
| 6M | -12.5% | +9.2% | -21.7% | -19.5% |
| YTD | +10.2% | +22.7% | -12.6% | -6.7% |
| 1Y | +50.7% | +25.9% | +24.8% | +25.9% |
| 3Y | -74.5% | -10.5% | -64.0% | -74.3% |
| 5Y | -91.8% | +1.9% | -93.7% | -92.5% |
| 10Y | +43.7% | +58.7% | -15.0% | -9.5% |
| All | -98.6% | +1,346.8% | -1,445.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling