-98.6%
PLUG vs NVS
+997.4%
-1,096.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +4.0% |
| 7D | -0.9% | +4.0% | -4.9% | -3.6% |
| 30D | +3.3% | +3.6% | -0.3% | +0.7% |
| 3M | -39.7% | +7.8% | -47.5% | -43.2% |
| 6M | -12.5% | -0.2% | -12.3% | -13.9% |
| YTD | +10.2% | +19.6% | -9.4% | -4.1% |
| 1Y | +50.7% | +28.4% | +22.3% | +25.8% |
| 3Y | -74.5% | +76.2% | -150.7% | -83.1% |
| 5Y | -91.8% | +111.1% | -202.9% | -95.2% |
| 10Y | +43.7% | +224.3% | -180.5% | -37.8% |
| All | -98.6% | +997.4% | -1,096.0% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling