+7.9%
QCOM vs EVRG
+17.4%
-9.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +3.3% | +1.1% | +2.2% | +3.4% |
| 30D | +7.7% | -1.0% | +8.7% | +7.6% |
| 3M | -30.1% | +0.4% | -30.5% | -30.5% |
| 6M | +22.8% | -0.8% | +23.7% | +21.7% |
| YTD | +0.2% | +15.3% | -15.1% | -0.1% |
| 1Y | +7.9% | +17.9% | -10.0% | +12.9% |
| All | +7.9% | +17.4% | -9.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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