-73.6%
PLUG vs IDXX
+7.9%
-81.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.2% |
| 7D | 0.0% | -4.3% | +4.3% | +1.6% |
| 30D | -5.0% | -13.7% | +8.7% | +0.1% |
| 3M | -26.2% | -9.1% | -17.2% | -24.4% |
| 6M | -0.5% | -15.4% | +14.9% | +4.3% |
| YTD | +7.1% | -25.1% | +32.2% | +19.0% |
| 1Y | +46.5% | -20.6% | +67.1% | +56.8% |
| All | -73.6% | +7.9% | -81.5% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling