+20.0%
PLUG vs VEEV
+699.2%
-679.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.6% | +3.0% |
| 7D | +14.5% | -0.2% | +14.7% | +14.5% |
| 30D | -10.7% | +3.5% | -14.2% | -12.5% |
| 3M | -31.2% | +32.9% | -64.1% | -42.0% |
| 6M | -51.9% | +84.2% | -136.1% | -67.4% |
| YTD | -23.9% | +37.3% | -61.1% | -39.6% |
| 1Y | -43.4% | +3.9% | -47.3% | -47.3% |
| 3Y | -74.7% | +83.9% | -158.6% | -84.3% |
| 5Y | -96.3% | -4.3% | -92.0% | -96.7% |
| 10Y | +20.0% | +669.1% | -649.1% | -39.5% |
| All | +20.0% | +699.2% | -679.2% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 10y: compounded portfolio wealth divided by compounded VEEV 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…
10y analysis · Full analysis span regression · 6 months rolling