+20.0%
PLUG vs INCY
+27.4%
-7.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.6% | +2.7% |
| 7D | +14.5% | +1.5% | +13.0% | +13.9% |
| 30D | -10.7% | +8.1% | -18.8% | -13.4% |
| 3M | -31.2% | +1.1% | -32.3% | -31.7% |
| 6M | -51.9% | +23.7% | -75.6% | -56.6% |
| YTD | -23.9% | +23.4% | -47.3% | -31.4% |
| 1Y | -43.4% | +15.0% | -58.4% | -47.6% |
| 3Y | -74.7% | +132.1% | -206.8% | -82.7% |
| 5Y | -96.3% | +83.2% | -179.5% | -97.2% |
| 10Y | +20.0% | +17.1% | +2.9% | -13.3% |
| All | +20.0% | +27.4% | -7.4% | -13.3% |
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