-91.9%
PLUG vs ILMN
-51.8%
-40.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.9% |
| 7D | -0.9% | +1.2% | -2.1% | -1.8% |
| 30D | +3.3% | +9.2% | -5.8% | -3.1% |
| 3M | -39.7% | +29.8% | -69.6% | -50.0% |
| 6M | -12.5% | +69.2% | -81.7% | -40.8% |
| YTD | +10.2% | +66.4% | -56.2% | -26.8% |
| 1Y | +50.7% | +123.4% | -72.7% | -22.2% |
| 3Y | -74.5% | +33.2% | -107.7% | -81.0% |
| All | -91.9% | -51.8% | -40.1% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling