-60.8%
PLUG vs UTHR
+168.1%
-229.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -6.8% | -2.1% | -4.7% | -6.6% |
| 30D | -16.0% | +8.3% | -24.3% | -16.6% |
| 3M | -38.7% | +15.5% | -54.3% | -39.5% |
| 6M | -61.4% | +4.5% | -65.9% | -61.6% |
| YTD | -31.0% | +22.2% | -53.2% | -32.8% |
| 1Y | -46.2% | +29.7% | -76.0% | -48.1% |
| All | -60.8% | +168.1% | -229.0% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling