+55.9%
PLUG vs VEEV
+547.1%
-491.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.7% | +7.9% | +6.2% |
| 7D | +8.1% | -5.2% | +13.3% | +11.0% |
| 30D | +3.7% | +14.9% | -11.2% | -4.9% |
| 3M | -29.2% | +58.4% | -87.5% | -46.7% |
| 6M | +6.1% | +35.5% | -29.4% | -14.8% |
| YTD | +14.7% | +18.6% | -3.9% | -0.9% |
| 1Y | +56.9% | -6.3% | +63.3% | +54.3% |
| 3Y | -71.6% | +20.2% | -91.8% | -77.2% |
| 5Y | -91.0% | -13.8% | -77.2% | -91.4% |
| 10Y | +55.9% | +542.0% | -486.2% | -10.5% |
| All | +55.9% | +547.1% | -491.2% | -10.5% |
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