-98.6%
PLUG vs BMRN
+351.1%
-449.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | -0.9% | +2.9% | -3.8% | -1.8% |
| 30D | +3.3% | +11.0% | -7.7% | 0.0% |
| 3M | -39.7% | +17.8% | -57.5% | -43.0% |
| 6M | -12.5% | +10.1% | -22.6% | -15.9% |
| YTD | +10.2% | +11.9% | -1.8% | +5.1% |
| 1Y | +50.7% | +17.2% | +33.5% | +40.6% |
| 3Y | -74.5% | -28.5% | -46.0% | -72.7% |
| 5Y | -91.8% | -21.7% | -70.1% | -91.3% |
| 10Y | +43.7% | -30.5% | +74.2% | +48.7% |
| All | -98.6% | +351.1% | -449.7% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling