+1,559.3%
ASML vs UEC
+631.2%
+928.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -1.3% |
| 7D | +10.4% | +4.9% | +5.4% | +9.3% |
| 30D | -12.7% | -17.5% | +4.7% | -9.4% |
| 3M | -17.2% | -40.1% | +23.0% | -9.3% |
| 6M | -1.3% | -56.1% | +54.8% | +13.3% |
| YTD | +40.8% | -41.8% | +82.6% | +51.4% |
| 1Y | +45.2% | -44.8% | +90.0% | +56.8% |
| 3Y | +131.8% | +20.6% | +111.2% | +102.5% |
| 5Y | +84.0% | +24.3% | +59.7% | +46.9% |
| All | +1,559.3% | +631.2% | +928.1% | +793.7% |
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