+48.6%
PLUG vs NVMI
+3,108.0%
-3,059.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.6% |
| 7D | 0.0% | +3.8% | -3.8% | -2.1% |
| 30D | -5.0% | -7.6% | +2.6% | -0.7% |
| 3M | -26.2% | -28.0% | +1.8% | -13.1% |
| 6M | -0.5% | -15.3% | +14.8% | +4.5% |
| YTD | +7.1% | +11.5% | -4.4% | -4.9% |
| 1Y | +46.5% | +31.6% | +14.9% | +18.0% |
| 3Y | -73.5% | +207.0% | -280.5% | -89.0% |
| 5Y | -91.3% | +262.8% | -354.1% | -96.7% |
| All | +48.6% | +3,108.0% | -3,059.4% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVMI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling