+20.0%
PLUG vs ILMN
+61.7%
-41.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.1% | +1.4% |
| 7D | +14.5% | -2.6% | +17.1% | +16.3% |
| 30D | -10.7% | -20.6% | +9.9% | +0.6% |
| 3M | -31.2% | +17.5% | -48.7% | -39.9% |
| 6M | -51.9% | +55.6% | -107.5% | -65.1% |
| YTD | -23.9% | +68.3% | -92.2% | -49.5% |
| 1Y | -43.4% | +81.1% | -124.5% | -64.2% |
| 3Y | -74.7% | +112.2% | -186.9% | -85.6% |
| 5Y | -96.3% | -42.6% | -53.7% | -95.7% |
| 10Y | +20.0% | +70.5% | -50.5% | +13.1% |
| All | +20.0% | +61.7% | -41.7% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling