+1,047.5%
ARWR vs UEC
+885.8%
+161.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +1.1% |
| 7D | -4.0% | -9.4% | +5.4% | -2.2% |
| 30D | -5.0% | -8.0% | +3.0% | -3.9% |
| 3M | +11.3% | -1.7% | +13.0% | +10.7% |
| 6M | +42.6% | -26.1% | +68.7% | +47.6% |
| YTD | +24.8% | -10.5% | +35.3% | +22.8% |
| 1Y | +178.8% | -13.3% | +192.0% | +172.1% |
| 3Y | +183.3% | +116.4% | +67.0% | +112.3% |
| 5Y | +29.5% | +225.5% | -196.1% | -16.8% |
| All | +1,047.5% | +885.8% | +161.7% | +783.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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