-91.3%
PLUG vs IDXX
-26.5%
-64.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -3.2% | -5.7% | +2.5% | +0.5% |
| 30D | -8.3% | -11.5% | +3.2% | -0.9% |
| 3M | -25.8% | -9.5% | -16.3% | -22.3% |
| 6M | -5.8% | -16.0% | +10.1% | +1.8% |
| YTD | +6.6% | -25.4% | +32.0% | +25.8% |
| 1Y | +39.1% | -21.8% | +60.8% | +55.2% |
| 3Y | -73.7% | +7.0% | -80.8% | -79.8% |
| All | -91.3% | -26.5% | -64.8% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling