+20.0%
PLUG vs UTHR
+363.8%
-343.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +2.5% |
| 7D | +14.5% | -2.3% | +16.8% | +15.3% |
| 30D | -10.7% | +6.1% | -16.8% | -11.9% |
| 3M | -31.2% | +8.1% | -39.3% | -32.7% |
| 6M | -51.9% | +3.1% | -55.0% | -52.5% |
| YTD | -23.9% | +19.5% | -43.4% | -28.6% |
| 1Y | -43.4% | +29.7% | -73.1% | -48.2% |
| 3Y | -74.7% | +162.7% | -237.4% | -82.3% |
| 5Y | -96.3% | +192.8% | -289.1% | -97.6% |
| 10Y | +20.0% | +348.1% | -328.1% | -41.8% |
| All | +20.0% | +363.8% | -343.8% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 10y: compounded portfolio wealth divided by compounded UTHR 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…
10y analysis · Full analysis span regression · 6 months rolling