-76.8%
PLUG vs INCY
+116.8%
-193.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.4% | +6.0% | +6.9% |
| 7D | +5.8% | -0.6% | +6.5% | +6.2% |
| 30D | -18.5% | +5.5% | -24.0% | -20.2% |
| 3M | -30.0% | +1.1% | -31.0% | -30.4% |
| 6M | -56.2% | +19.8% | -76.0% | -60.2% |
| YTD | -26.4% | +21.1% | -47.5% | -33.8% |
| 1Y | -42.2% | +13.7% | -56.0% | -46.4% |
| 3Y | -76.8% | +119.3% | -196.1% | -87.0% |
| All | -76.8% | +116.8% | -193.6% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling