-55.4%
PLUG vs EPAM
-8.3%
-47.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -10.5% |
| 7D | -23.4% | +2.4% | -25.9% | -23.2% |
| 30D | -23.4% | +42.3% | -65.8% | -22.3% |
| 3M | -51.7% | +60.7% | -112.4% | -50.9% |
| 6M | -72.0% | +80.5% | -152.5% | -71.2% |
| YTD | -43.7% | -20.4% | -23.3% | -28.7% |
| 1Y | -55.4% | -9.6% | -45.8% | -54.9% |
| All | -55.4% | -8.3% | -47.1% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling