-96.5%
PLUG vs ILMN
-46.1%
-50.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.9% | +5.9% |
| 7D | +5.8% | -9.7% | +15.5% | +12.7% |
| 30D | -18.5% | -20.4% | +1.9% | -8.0% |
| 3M | -30.0% | +10.0% | -40.0% | -37.4% |
| 6M | -56.2% | +49.5% | -105.7% | -68.5% |
| YTD | -26.4% | +62.5% | -88.9% | -52.4% |
| 1Y | -42.2% | +76.0% | -118.2% | -64.8% |
| 3Y | -76.8% | +94.2% | -171.0% | -87.3% |
| All | -96.5% | -46.1% | -50.3% | -95.1% |
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