-4.8%
PLUG vs EPAM
+751.2%
-756.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.7% |
| 7D | -0.9% | +2.0% | -2.9% | -1.7% |
| 30D | +3.3% | +6.5% | -3.2% | +0.4% |
| 3M | -39.7% | +19.9% | -59.7% | -45.0% |
| 6M | -12.5% | -16.9% | +4.4% | -9.7% |
| YTD | +10.2% | -42.9% | +53.0% | +29.4% |
| 1Y | +50.7% | -30.4% | +81.1% | +63.1% |
| 3Y | -74.5% | -54.7% | -19.8% | -68.6% |
| 5Y | -91.8% | -81.8% | -10.0% | -87.0% |
| 10Y | +43.7% | +65.5% | -21.7% | +17.1% |
| All | -4.8% | +751.2% | -756.0% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling