+20.0%
PLUG vs BIIB
-18.3%
+38.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +2.7% |
| 7D | +14.5% | +2.4% | +12.2% | +13.9% |
| 30D | -10.7% | +12.9% | -23.6% | -13.9% |
| 3M | -31.2% | +22.6% | -53.8% | -35.3% |
| 6M | -51.9% | +31.7% | -83.7% | -56.1% |
| YTD | -23.9% | +44.8% | -68.7% | -32.9% |
| 1Y | -43.4% | +63.9% | -107.3% | -52.0% |
| 3Y | -74.7% | +13.5% | -88.2% | -76.2% |
| 5Y | -96.3% | -5.6% | -90.7% | -96.4% |
| 10Y | +20.0% | -20.3% | +40.3% | +9.7% |
| All | +20.0% | -18.3% | +38.3% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling