-99.1%
PLUG vs UTHR
+3,678.3%
-3,777.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.6% |
| 7D | +5.8% | -6.1% | +12.0% | +7.4% |
| 30D | -18.5% | +3.1% | -21.7% | -19.1% |
| 3M | -30.0% | +5.5% | -35.4% | -31.0% |
| 6M | -56.2% | -5.8% | -50.4% | -55.8% |
| YTD | -26.4% | +15.3% | -41.7% | -29.8% |
| 1Y | -42.2% | +23.8% | -66.0% | -45.8% |
| 3Y | -76.8% | +146.3% | -223.1% | -82.1% |
| 5Y | -96.2% | +177.8% | -274.0% | -97.2% |
| 10Y | +2.1% | +392.4% | -390.3% | -36.0% |
| All | -99.1% | +3,678.3% | -3,777.4% | -99.7% |
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