+1,395.4%
ASML vs UEC
+704.7%
+690.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.8% | -1.8% | +3.7% |
| 7D | -9.0% | -10.2% | +1.2% | -7.0% |
| 30D | -21.0% | -26.9% | +6.0% | -16.1% |
| 3M | -16.3% | -35.7% | +19.4% | -9.6% |
| 6M | -7.5% | -56.1% | +48.6% | +6.0% |
| YTD | +34.0% | -40.8% | +74.7% | +43.6% |
| 1Y | +39.3% | -43.4% | +82.7% | +49.7% |
| 3Y | +128.9% | +25.4% | +103.5% | +98.6% |
| 5Y | +76.1% | +51.1% | +25.0% | +36.2% |
| All | +1,395.4% | +704.7% | +690.8% | +707.7% |
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