+2,401.7%
SYK vs PLUG
-98.6%
+2,500.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.7% |
| 7D | -8.3% | -0.9% | -7.4% | -8.3% |
| 30D | -10.1% | +3.3% | -13.4% | -10.3% |
| 3M | +0.9% | -39.7% | +40.6% | +3.2% |
| 6M | -20.2% | -12.5% | -7.7% | -20.4% |
| YTD | -13.3% | +10.2% | -23.4% | -15.0% |
| 1Y | -22.3% | +50.7% | -73.0% | -26.1% |
| 3Y | +9.7% | -74.5% | +84.2% | +8.4% |
| 5Y | +15.4% | -91.8% | +107.2% | +18.3% |
| 10Y | +192.9% | +43.7% | +149.2% | +138.6% |
| All | +2,401.7% | -98.6% | +2,500.3% | +1,503.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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