+135.3%
PLUG vs VEEV
+704.1%
-568.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.3% | -8.7% | -8.9% |
| 7D | -3.2% | +0.8% | -4.0% | -3.6% |
| 30D | -18.7% | +3.2% | -21.9% | -20.1% |
| 3M | -35.3% | +30.2% | -65.5% | -44.1% |
| 6M | -56.2% | +83.7% | -139.9% | -69.3% |
| YTD | -30.7% | +36.9% | -67.6% | -44.0% |
| 1Y | -46.7% | +3.3% | -50.0% | -50.1% |
| 3Y | -61.3% | +85.1% | -146.4% | -74.8% |
| 5Y | -96.6% | -2.6% | -94.0% | -96.9% |
| 10Y | +1.1% | +676.7% | -675.6% | -61.0% |
| All | +135.3% | +704.1% | -568.7% | -7.2% |
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