-97.1%
PLUG vs UTHR
+195.4%
-292.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.8% |
| 7D | -8.1% | +4.9% | -13.0% | -8.8% |
| 30D | -20.5% | +9.2% | -29.7% | -21.4% |
| 3M | -45.9% | +15.9% | -61.8% | -47.0% |
| 6M | -65.2% | +2.0% | -67.2% | -65.3% |
| YTD | -37.1% | +21.8% | -58.8% | -39.4% |
| 1Y | -54.6% | +28.6% | -83.1% | -56.7% |
| 3Y | -64.9% | +166.2% | -231.1% | -72.4% |
| 5Y | -97.1% | +191.8% | -288.9% | -97.8% |
| All | -97.1% | +195.4% | -292.5% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling