-17.9%
PLUG vs BIIB
-21.7%
+3.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.2% | -7.7% | -8.5% |
| 7D | -8.1% | +2.7% | -10.8% | -8.8% |
| 30D | -20.5% | +9.4% | -29.9% | -22.6% |
| 3M | -45.9% | +19.9% | -65.8% | -48.7% |
| 6M | -65.2% | +25.6% | -90.8% | -67.8% |
| YTD | -37.1% | +42.3% | -79.4% | -44.2% |
| 1Y | -54.6% | +55.1% | -109.7% | -60.8% |
| 3Y | -64.9% | +11.4% | -76.3% | -66.8% |
| 5Y | -97.1% | -7.4% | -89.7% | -97.2% |
| All | -17.9% | -21.7% | +3.8% | -27.6% |
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