+49,194.2%
QCOM vs EVRG
+1,717.0%
+47,477.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +0.4% | +1.9% | -1.5% | -0.3% |
| 30D | -6.6% | +9.0% | -15.6% | -9.6% |
| 3M | +3.7% | +6.3% | -2.6% | +1.2% |
| 6M | -13.3% | +9.9% | -23.2% | -16.6% |
| YTD | -1.8% | +23.8% | -25.6% | -9.8% |
| 1Y | -2.5% | +19.9% | -22.4% | -9.4% |
| 3Y | +47.0% | +94.3% | -47.3% | +12.7% |
| 5Y | +13.1% | +64.6% | -51.5% | -8.6% |
| 10Y | +224.7% | +121.7% | +102.9% | +125.3% |
| All | +49,194.2% | +1,717.0% | +47,477.3% | +12,733.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling