-99.7%
PLUG vs ILMN
+1,331.5%
-1,431.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.2% | +0.6% | -5.1% |
| 7D | -4.9% | -28.3% | +23.4% | +4.2% |
| 30D | -27.4% | -24.0% | -3.5% | -21.8% |
| 3M | -35.7% | +4.1% | -39.8% | -37.4% |
| 6M | -59.3% | +49.6% | -108.9% | -64.5% |
| YTD | -31.5% | +58.6% | -90.1% | -42.2% |
| 1Y | -48.9% | +69.9% | -118.7% | -57.7% |
| 3Y | -79.6% | +82.9% | -162.5% | -83.2% |
| 5Y | -96.5% | -47.6% | -48.9% | -96.0% |
| 10Y | -4.9% | +58.8% | -63.8% | -15.7% |
| All | -99.7% | +1,331.5% | -1,431.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling