-76.8%
PLUG vs UTHR
+150.6%
-227.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.5% |
| 7D | +5.8% | -6.1% | +12.0% | +6.5% |
| 30D | -18.5% | +3.1% | -21.7% | -18.6% |
| 3M | -30.0% | +5.5% | -35.4% | -30.3% |
| 6M | -56.2% | -5.8% | -50.4% | -56.0% |
| YTD | -26.4% | +15.3% | -41.7% | -27.9% |
| 1Y | -42.2% | +23.8% | -66.0% | -44.0% |
| 3Y | -76.8% | +146.3% | -223.1% | -83.6% |
| All | -76.8% | +150.6% | -227.4% | -83.6% |
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