+164.9%
ASML vs UEC
+157.0%
+7.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | -6.9% | +8.0% | +2.5% |
| 30D | +2.2% | +7.6% | -5.5% | +0.2% |
| 3M | -2.3% | -18.4% | +16.1% | +0.3% |
| 6M | +23.0% | -23.3% | +46.2% | +26.1% |
| YTD | +61.1% | -1.2% | +62.3% | +56.7% |
| 1Y | +129.1% | +2.3% | +126.8% | +117.5% |
| All | +164.9% | +157.0% | +7.9% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling