+230.9%
QCOM vs EVRG
+122.0%
+108.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.5% |
| 7D | +5.8% | +1.7% | +4.1% | +5.2% |
| 30D | -2.3% | +8.7% | -11.0% | -4.8% |
| 3M | +2.7% | +6.4% | -3.7% | +0.7% |
| 6M | -21.0% | +9.4% | -30.4% | -23.5% |
| YTD | +1.8% | +24.5% | -22.6% | -5.6% |
| 1Y | +2.4% | +20.5% | -18.0% | -4.0% |
| 3Y | +52.1% | +101.6% | -49.5% | +18.1% |
| 5Y | +14.6% | +67.5% | -52.8% | -5.5% |
| 10Y | +230.9% | +122.3% | +108.5% | +145.5% |
| All | +230.9% | +122.0% | +108.9% | +145.5% |
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