-99.1%
PLUG vs INCY
+1,193.5%
-1,292.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.4% | +6.0% | +7.0% |
| 7D | +5.8% | -0.6% | +6.5% | +6.1% |
| 30D | -18.5% | +5.5% | -24.0% | -19.8% |
| 3M | -30.0% | +1.1% | -31.0% | -30.3% |
| 6M | -56.2% | +19.8% | -76.0% | -58.9% |
| YTD | -26.4% | +21.1% | -47.5% | -31.2% |
| 1Y | -42.2% | +13.7% | -56.0% | -45.1% |
| 3Y | -76.8% | +119.3% | -196.1% | -81.9% |
| 5Y | -96.2% | +76.3% | -172.5% | -96.8% |
| 10Y | +2.1% | +36.6% | -34.5% | -14.5% |
| All | -99.1% | +1,193.5% | -1,292.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling