-17.9%
PLUG vs INCY
+16.0%
-33.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.4% | -8.6% |
| 7D | -8.1% | +3.1% | -11.3% | -9.1% |
| 30D | -20.5% | +12.0% | -32.6% | -23.9% |
| 3M | -45.9% | +0.8% | -46.6% | -46.1% |
| 6M | -65.2% | +22.8% | -87.9% | -68.5% |
| YTD | -37.1% | +23.2% | -60.3% | -43.2% |
| 1Y | -54.6% | +12.4% | -67.0% | -57.5% |
| 3Y | -64.9% | +132.1% | -196.9% | -76.0% |
| 5Y | -97.1% | +85.5% | -182.6% | -97.8% |
| All | -17.9% | +16.0% | -33.9% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling