-78.4%
PLUG vs EPAM
-31.1%
-47.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +20.6% | -28.2% | -11.2% |
| 7D | -4.9% | +23.0% | -27.9% | -9.3% |
| 30D | -27.4% | +51.6% | -79.0% | -34.1% |
| 3M | -35.7% | +50.8% | -86.5% | -41.9% |
| 6M | -59.3% | +51.1% | -110.5% | -63.4% |
| YTD | -31.5% | -19.1% | -12.3% | -23.9% |
| 1Y | -48.9% | +3.0% | -51.8% | -48.5% |
| All | -78.4% | -31.1% | -47.4% | -83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling