-91.9%
PLUG vs VEEV
-13.1%
-78.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +4.7% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | +3.3% | +28.8% | -25.5% | -11.5% |
| 3M | -39.7% | +54.0% | -93.7% | -54.5% |
| 6M | -12.5% | +46.0% | -58.5% | -33.6% |
| YTD | +10.2% | +23.2% | -13.1% | -6.6% |
| 1Y | +50.7% | +1.9% | +48.8% | +43.3% |
| 3Y | -74.5% | +27.0% | -101.5% | -81.0% |
| All | -91.9% | -13.1% | -78.8% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling