-40.8%
PLUG vs EPAM
+1,105.1%
-1,145.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +20.6% | -28.2% | -14.6% |
| 7D | -4.9% | +23.0% | -27.9% | -13.0% |
| 30D | -27.4% | +51.6% | -79.0% | -38.5% |
| 3M | -35.7% | +50.8% | -86.5% | -46.0% |
| 6M | -59.3% | +51.1% | -110.5% | -66.8% |
| YTD | -31.5% | -19.1% | -12.3% | -30.4% |
| 1Y | -48.9% | +3.0% | -51.8% | -52.8% |
| 3Y | -79.6% | -31.2% | -48.4% | -79.0% |
| 5Y | -96.5% | -76.5% | -20.0% | -95.0% |
| 10Y | -4.9% | +168.4% | -173.4% | -34.4% |
| All | -40.8% | +1,105.1% | -1,145.9% | -62.9% |
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 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