-17.9%
PLUG vs EPAM
+158.4%
-176.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -9.1% |
| 7D | -8.1% | -1.1% | -7.0% | -8.1% |
| 30D | -20.5% | +41.8% | -62.4% | -33.0% |
| 3M | -45.9% | +63.4% | -109.2% | -57.3% |
| 6M | -65.2% | +72.2% | -137.4% | -74.3% |
| YTD | -37.1% | -20.0% | -17.0% | -35.7% |
| 1Y | -54.6% | -9.0% | -45.5% | -56.4% |
| 3Y | -64.9% | -30.4% | -34.5% | -64.1% |
| 5Y | -97.1% | -75.6% | -21.5% | -95.4% |
| All | -17.9% | +158.4% | -176.3% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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