-91.0%
PLUG vs NVS
+88.8%
-179.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -13.9% | +18.1% | +7.9% |
| 7D | +8.1% | -14.6% | +22.7% | +12.3% |
| 30D | +3.7% | -11.9% | +15.6% | +6.4% |
| 3M | -29.2% | -6.0% | -23.2% | -29.3% |
| 6M | +6.1% | -11.4% | +17.5% | +8.3% |
| YTD | +14.7% | +2.9% | +11.8% | +8.7% |
| 1Y | +56.9% | +10.2% | +46.7% | +44.5% |
| 3Y | -71.6% | +55.3% | -126.9% | -77.5% |
| 5Y | -91.0% | +89.6% | -180.7% | -94.2% |
| All | -91.0% | +88.8% | -179.8% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling