+1.5%
PLUG vs UTHR
+349.3%
-347.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.7% | -8.9% |
| 7D | -2.8% | -2.1% | -0.7% | -2.3% |
| 30D | -18.5% | +7.2% | -25.6% | -19.8% |
| 3M | -35.1% | +11.1% | -46.2% | -37.0% |
| 6M | -56.1% | +4.2% | -60.3% | -56.8% |
| YTD | -30.5% | +20.8% | -51.3% | -34.9% |
| 1Y | -46.5% | +29.7% | -76.2% | -51.0% |
| 3Y | -61.2% | +164.1% | -225.3% | -72.8% |
| 5Y | -96.6% | +190.7% | -287.3% | -97.8% |
| 10Y | +1.5% | +355.4% | -353.9% | -51.5% |
| All | +1.5% | +349.3% | -347.8% | -51.5% |
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