+50,186.6%
QCOM vs EVRG
+1,592.4%
+48,594.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +3.3% | +1.1% | +2.2% | +2.9% |
| 30D | +7.7% | -1.0% | +8.7% | +8.1% |
| 3M | -30.1% | +0.4% | -30.5% | -30.4% |
| 6M | +22.8% | -0.8% | +23.7% | +22.7% |
| YTD | +0.2% | +15.3% | -15.1% | -5.4% |
| 1Y | +7.9% | +17.9% | -10.0% | +0.9% |
| 3Y | +55.8% | +71.9% | -16.1% | +24.8% |
| 5Y | +30.1% | +45.3% | -15.2% | +10.1% |
| 10Y | +248.9% | +113.1% | +135.8% | +145.9% |
| All | +50,186.6% | +1,592.4% | +48,594.2% | +13,351.4% |
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