-99.1%
PLUG vs BIIB
+1,263.9%
-1,363.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.8% |
| 7D | +5.8% | -2.1% | +7.9% | +6.7% |
| 30D | -18.5% | +11.8% | -30.3% | -21.6% |
| 3M | -30.0% | +20.4% | -50.3% | -34.4% |
| 6M | -56.2% | +30.2% | -86.4% | -60.4% |
| YTD | -26.4% | +41.1% | -67.5% | -35.7% |
| 1Y | -42.2% | +58.4% | -100.7% | -51.6% |
| 3Y | -76.8% | -0.1% | -76.7% | -77.3% |
| 5Y | -96.2% | -10.9% | -85.3% | -96.2% |
| 10Y | +2.1% | -10.3% | +12.5% | -14.3% |
| All | -99.1% | +1,263.9% | -1,363.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling