-6.8%
PLUG vs NVS
+256.1%
-262.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.5% |
| 7D | -2.8% | +2.5% | -5.3% | -3.8% |
| 30D | -18.5% | +13.6% | -32.0% | -23.2% |
| 3M | -35.1% | +4.1% | -39.2% | -37.3% |
| 6M | -56.1% | +11.8% | -67.9% | -59.5% |
| YTD | -30.5% | +22.0% | -52.5% | -39.8% |
| 1Y | -46.5% | +32.3% | -78.7% | -55.8% |
| 3Y | -61.2% | +93.6% | -154.8% | -75.0% |
| 5Y | -96.6% | +136.7% | -233.3% | -98.1% |
| All | -6.8% | +256.1% | -262.9% | -48.3% |
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