+58.4%
PLUG vs NVS
+177.6%
-119.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | +3.8% | -15.4% | +19.2% | +11.3% |
| 30D | +2.8% | -12.3% | +15.2% | +7.9% |
| 3M | -25.4% | -7.8% | -17.6% | -24.2% |
| 6M | -0.5% | -13.0% | +12.5% | +3.9% |
| YTD | +10.2% | +2.8% | +7.4% | +3.7% |
| 1Y | +53.9% | +10.6% | +43.3% | +39.1% |
| 3Y | -72.7% | +55.1% | -127.8% | -80.3% |
| 5Y | -91.4% | +91.7% | -183.1% | -94.7% |
| 10Y | +58.4% | +181.2% | -122.8% | +6.3% |
| All | +58.4% | +177.6% | -119.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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