+15.1%
PLUG vs ILMN
+60.6%
-45.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.9% | +6.0% |
| 7D | +5.8% | -9.7% | +15.5% | +12.3% |
| 30D | -18.5% | -20.4% | +1.9% | -8.6% |
| 3M | -30.0% | +10.0% | -40.0% | -36.5% |
| 6M | -56.2% | +49.5% | -105.7% | -67.4% |
| YTD | -26.4% | +62.5% | -88.9% | -50.1% |
| 1Y | -42.2% | +76.0% | -118.2% | -62.8% |
| 3Y | -76.8% | +94.2% | -171.0% | -86.1% |
| 5Y | -96.2% | -46.3% | -49.9% | -95.4% |
| All | +15.1% | +60.6% | -45.5% | +11.7% |
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