-96.5%
PLUG vs ILMN
-49.5%
-47.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.2% | +0.6% | -2.5% |
| 7D | -4.9% | -28.3% | +23.4% | +14.9% |
| 30D | -27.4% | -24.0% | -3.5% | -15.7% |
| 3M | -35.7% | +4.1% | -39.8% | -40.5% |
| 6M | -59.3% | +49.6% | -108.9% | -70.8% |
| YTD | -31.5% | +58.6% | -90.1% | -55.0% |
| 1Y | -48.9% | +69.9% | -118.7% | -68.1% |
| 3Y | -79.6% | +82.9% | -162.5% | -88.3% |
| 5Y | -96.5% | -47.6% | -48.9% | -94.9% |
| All | -96.5% | -49.5% | -47.0% | -94.9% |
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