+36.2%
QCOM vs EVRG
+49.3%
-13.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.0% |
| 7D | +5.1% | +0.9% | +4.2% | +4.9% |
| 30D | +4.3% | -0.5% | +4.8% | +4.4% |
| 3M | -19.6% | +1.5% | -21.1% | -20.1% |
| 6M | +29.5% | +1.2% | +28.3% | +28.7% |
| YTD | +3.4% | +16.3% | -13.0% | -0.6% |
| 1Y | +10.9% | +20.3% | -9.4% | +5.7% |
| 3Y | +74.8% | +72.3% | +2.5% | +49.6% |
| 5Y | +36.2% | +46.7% | -10.5% | +19.3% |
| All | +36.2% | +49.3% | -13.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling