+43.7%
PLUG vs ILMN
+33.5%
+10.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.7% |
| 7D | -0.9% | +1.2% | -2.1% | -1.7% |
| 30D | +3.3% | +9.2% | -5.8% | -2.4% |
| 3M | -39.7% | +29.8% | -69.6% | -48.9% |
| 6M | -12.5% | +69.2% | -81.7% | -37.8% |
| YTD | +10.2% | +66.4% | -56.2% | -22.9% |
| 1Y | +50.7% | +123.4% | -72.7% | -14.3% |
| 3Y | -74.5% | +33.2% | -107.7% | -80.1% |
| 5Y | -91.8% | -52.0% | -39.8% | -89.3% |
| All | +43.7% | +33.5% | +10.2% | +25.5% |
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