-42.1%
PLUG vs IDXX
-2.6%
-39.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +4.0% |
| 7D | +2.8% | +24.1% | -21.3% | +6.0% |
| 30D | -22.8% | +32.5% | -55.3% | -19.8% |
| 3M | -32.4% | +18.8% | -51.2% | -30.2% |
| 6M | -53.4% | +24.0% | -77.4% | -51.5% |
| YTD | -25.9% | +3.3% | -29.1% | -15.9% |
| 1Y | -42.1% | -3.3% | -38.8% | -32.4% |
| All | -42.1% | -2.6% | -39.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling