+60.3%
PLUG vs NVS
+10.6%
+49.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -13.9% | +18.1% | +4.6% |
| 7D | +8.1% | -14.6% | +22.7% | +8.7% |
| 30D | +3.7% | -11.9% | +15.6% | +3.9% |
| 3M | -29.2% | -6.0% | -23.2% | -30.4% |
| 6M | +6.1% | -11.4% | +17.5% | +8.4% |
| YTD | +14.7% | +2.9% | +11.8% | -2.9% |
| All | +60.3% | +10.6% | +49.7% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling