-55.4%
PLUG vs ILMN
+72.2%
-127.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.2% | -9.3% | -10.3% |
| 7D | -23.4% | -2.9% | -20.6% | -23.0% |
| 30D | -23.4% | -23.8% | +0.4% | -20.8% |
| 3M | -51.7% | +7.5% | -59.2% | -51.2% |
| 6M | -72.0% | +42.8% | -114.7% | -71.2% |
| YTD | -43.7% | +57.8% | -101.5% | -45.1% |
| 1Y | -55.4% | +72.6% | -128.0% | -61.3% |
| All | -55.4% | +72.2% | -127.6% | -61.3% |
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