+50.7%
PLUG vs ILMN
+127.6%
-77.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.2% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | +3.3% | +9.2% | -5.8% | +1.2% |
| 3M | -39.7% | +29.8% | -69.6% | -42.9% |
| 6M | -12.5% | +69.2% | -81.7% | -21.9% |
| YTD | +10.2% | +66.4% | -56.2% | -2.9% |
| 1Y | +50.7% | +123.4% | -72.7% | +18.6% |
| All | +50.7% | +127.6% | -77.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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