-17.9%
PLUG vs VEEV
+659.1%
-677.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.1% | -8.4% |
| 7D | -8.1% | -2.5% | -5.7% | -6.9% |
| 30D | -20.5% | +0.3% | -20.8% | -20.7% |
| 3M | -45.9% | +25.2% | -71.1% | -52.8% |
| 6M | -65.2% | +89.7% | -154.9% | -76.7% |
| YTD | -37.1% | +35.5% | -72.5% | -49.7% |
| 1Y | -54.6% | +1.8% | -56.4% | -57.2% |
| 3Y | -64.9% | +83.2% | -148.1% | -78.2% |
| 5Y | -97.1% | -4.8% | -92.3% | -97.4% |
| All | -17.9% | +659.1% | -677.0% | -59.6% |
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