+1,553.7%
ASML vs UEC
+617.0%
+936.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.8% |
| 7D | -2.9% | -5.2% | +2.3% | -1.8% |
| 30D | -15.2% | -22.0% | +6.8% | -11.1% |
| 3M | -12.9% | -37.0% | +24.1% | -5.6% |
| 6M | -5.0% | -52.7% | +47.7% | +7.4% |
| YTD | +41.8% | -38.6% | +80.4% | +50.9% |
| 1Y | +46.0% | -44.6% | +90.6% | +57.5% |
| 3Y | +133.5% | +27.1% | +106.3% | +101.9% |
| 5Y | +93.0% | +37.9% | +55.1% | +51.3% |
| All | +1,553.7% | +617.0% | +936.7% | +775.7% |
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