+58.4%
PLUG vs BMRN
-33.1%
+91.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.8% |
| 7D | +3.8% | -3.8% | +7.7% | +5.6% |
| 30D | +2.8% | -6.5% | +9.3% | +5.9% |
| 3M | -25.4% | +11.2% | -36.7% | -29.6% |
| 6M | -0.5% | +5.8% | -6.3% | -4.7% |
| YTD | +10.2% | +8.4% | +1.8% | +3.7% |
| 1Y | +53.9% | +15.7% | +38.2% | +38.6% |
| 3Y | -72.7% | -28.6% | -44.2% | -69.9% |
| 5Y | -91.4% | -19.6% | -71.8% | -90.8% |
| 10Y | +58.4% | -31.5% | +89.9% | +68.7% |
| All | +58.4% | -33.1% | +91.4% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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