-91.9%
PLUG vs EPAM
-81.9%
-10.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.6% |
| 7D | -0.9% | +2.0% | -2.9% | -1.6% |
| 30D | +3.3% | +6.5% | -3.2% | +0.6% |
| 3M | -39.7% | +19.9% | -59.7% | -44.7% |
| 6M | -12.5% | -16.9% | +4.4% | -9.1% |
| YTD | +10.2% | -42.9% | +53.0% | +30.7% |
| 1Y | +50.7% | -30.4% | +81.1% | +64.3% |
| 3Y | -74.5% | -54.7% | -19.8% | -68.4% |
| All | -91.9% | -81.9% | -10.0% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling