-97.3%
PLUG vs TEVA
+368.9%
-466.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.9% | -12.4% | -11.4% |
| 7D | -23.4% | +4.4% | -27.9% | -25.1% |
| 30D | -23.4% | +9.3% | -32.7% | -26.7% |
| 3M | -51.7% | +21.9% | -73.6% | -56.2% |
| 6M | -72.0% | +22.8% | -94.7% | -75.0% |
| YTD | -43.7% | +42.6% | -86.2% | -53.5% |
| 1Y | -55.4% | +74.2% | -129.7% | -66.6% |
| 3Y | -68.0% | +404.5% | -472.5% | -87.9% |
| All | -97.3% | +368.9% | -466.3% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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