-91.9%
PLUG vs BIIB
-33.3%
-58.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.7% |
| 7D | -0.9% | +1.1% | -2.0% | -1.5% |
| 30D | +3.3% | +6.9% | -3.5% | -0.2% |
| 3M | -39.7% | +12.4% | -52.1% | -44.3% |
| 6M | -12.5% | +16.3% | -28.8% | -20.6% |
| YTD | +10.2% | +25.5% | -15.3% | -5.6% |
| 1Y | +50.7% | +57.8% | -7.1% | +13.4% |
| 3Y | -74.5% | -17.3% | -57.2% | -73.0% |
| All | -91.9% | -33.3% | -58.6% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling