-98.6%
PLUG vs IDXX
+13,637.3%
-13,736.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | +3.8% | -4.4% | +8.3% | +6.1% |
| 30D | +2.8% | -13.5% | +16.4% | +10.1% |
| 3M | -25.4% | -11.0% | -14.4% | -22.1% |
| 6M | -0.5% | -15.6% | +15.2% | +5.4% |
| YTD | +10.2% | -23.9% | +34.0% | +22.9% |
| 1Y | +53.9% | -21.4% | +75.3% | +67.1% |
| 3Y | -72.7% | +10.6% | -83.3% | -76.1% |
| 5Y | -91.4% | -23.9% | -67.6% | -90.8% |
| 10Y | +58.4% | +368.4% | -310.1% | -27.9% |
| All | -98.6% | +13,637.3% | -13,736.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling