-45.8%
PLUG vs NVS
+30.6%
-76.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.7% |
| 7D | -2.8% | +2.5% | -5.3% | -2.5% |
| 30D | -18.5% | +13.6% | -32.0% | -16.7% |
| 3M | -35.1% | +4.1% | -39.2% | -34.3% |
| 6M | -56.1% | +11.8% | -67.9% | -55.3% |
| YTD | -30.5% | +22.0% | -52.5% | -37.8% |
| All | -45.8% | +30.6% | -76.5% | -55.4% |
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