-42.1%
PLUG vs BIIB
+68.6%
-110.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.3% |
| 7D | +2.8% | +4.3% | -1.4% | +2.4% |
| 30D | -22.8% | +13.8% | -36.6% | -23.9% |
| 3M | -32.4% | +22.1% | -54.5% | -34.0% |
| 6M | -53.4% | +35.9% | -89.3% | -55.4% |
| YTD | -25.9% | +44.6% | -70.5% | -28.1% |
| 1Y | -42.1% | +70.4% | -112.5% | -51.9% |
| All | -42.1% | +68.6% | -110.7% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 1y: compounded portfolio wealth divided by compounded BIIB 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…
1y analysis · Full analysis span regression · 6 months rolling