-78.4%
PLUG vs ILMN
+83.5%
-162.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.2% | +0.6% | -3.0% |
| 7D | -4.9% | -28.3% | +23.4% | +12.9% |
| 30D | -27.4% | -24.0% | -3.5% | -16.9% |
| 3M | -35.7% | +4.1% | -39.8% | -40.4% |
| 6M | -59.3% | +49.6% | -108.9% | -70.4% |
| YTD | -31.5% | +58.6% | -90.1% | -54.3% |
| 1Y | -48.9% | +69.9% | -118.7% | -67.7% |
| All | -78.4% | +83.5% | -162.0% | -89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling