+263.7%
QCOM vs EVRG
+114.7%
+149.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.9% |
| 7D | +5.1% | +0.9% | +4.2% | +4.8% |
| 30D | +4.3% | -0.5% | +4.8% | +4.4% |
| 3M | -19.6% | +1.5% | -21.1% | -20.2% |
| 6M | +29.5% | +1.2% | +28.3% | +28.5% |
| YTD | +3.4% | +16.3% | -13.0% | -2.0% |
| 1Y | +10.9% | +20.3% | -9.4% | +3.9% |
| 3Y | +74.8% | +72.3% | +2.5% | +43.0% |
| 5Y | +36.2% | +46.7% | -10.5% | +17.3% |
| 10Y | +263.7% | +113.8% | +149.9% | +170.5% |
| All | +263.7% | +114.7% | +149.1% | +170.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling