-98.6%
PLUG vs UTHR
+3,178.1%
-3,276.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.0% |
| 7D | -0.9% | -5.4% | +4.5% | +0.3% |
| 30D | +3.3% | -6.0% | +9.4% | +4.7% |
| 3M | -39.7% | -11.0% | -28.8% | -38.3% |
| 6M | -12.5% | -0.5% | -12.0% | -13.1% |
| YTD | +10.2% | +0.1% | +10.1% | +8.7% |
| 1Y | +50.7% | +28.2% | +22.5% | +40.7% |
| 3Y | -74.5% | +113.8% | -188.3% | -79.6% |
| 5Y | -91.8% | +131.3% | -223.1% | -93.6% |
| 10Y | +43.7% | +296.7% | -253.0% | -5.5% |
| All | -98.6% | +3,178.1% | -3,276.7% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling