+150.0%
PLUG vs VEEV
+699.3%
-549.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.5% | +8.4% |
| 7D | +5.8% | -2.9% | +8.8% | +7.3% |
| 30D | -18.5% | +7.5% | -26.1% | -21.7% |
| 3M | -30.0% | +39.5% | -69.4% | -41.6% |
| 6M | -56.2% | +81.5% | -137.7% | -69.1% |
| YTD | -26.4% | +36.1% | -62.5% | -40.3% |
| 1Y | -42.2% | +4.3% | -46.5% | -46.3% |
| 3Y | -76.8% | +54.8% | -131.7% | -83.4% |
| 5Y | -96.2% | -4.7% | -91.5% | -96.5% |
| 10Y | +2.1% | +709.1% | -707.0% | -61.4% |
| All | +150.0% | +699.3% | -549.3% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling