+55.9%
PLUG vs BIIB
-31.7%
+87.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.8% | +7.9% | +5.2% |
| 7D | +8.1% | -1.6% | +9.8% | +8.5% |
| 30D | +3.7% | +2.2% | +1.5% | +2.9% |
| 3M | -29.2% | +10.3% | -39.5% | -31.8% |
| 6M | +6.1% | +14.9% | -8.8% | +1.0% |
| YTD | +14.7% | +20.7% | -6.0% | +7.0% |
| 1Y | +56.9% | +50.3% | +6.6% | +37.5% |
| 3Y | -71.6% | -18.0% | -53.7% | -70.8% |
| 5Y | -91.0% | -33.9% | -57.1% | -90.6% |
| 10Y | +55.9% | -30.9% | +86.8% | +67.4% |
| All | +55.9% | -31.7% | +87.6% | +67.4% |
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