+7,015.2%
ASML vs UEC
+73.5%
+6,941.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | -6.9% | +8.0% | +2.1% |
| 30D | +2.2% | +7.6% | -5.5% | +0.8% |
| 3M | -2.3% | -18.4% | +16.1% | -0.3% |
| 6M | +23.0% | -23.3% | +46.2% | +25.8% |
| YTD | +61.1% | -1.2% | +62.3% | +58.3% |
| 1Y | +129.1% | +2.3% | +126.8% | +121.6% |
| 3Y | +165.4% | +162.3% | +3.1% | +116.8% |
| 5Y | +109.5% | +287.2% | -177.8% | +53.9% |
| 10Y | +1,645.7% | +1,009.6% | +636.1% | +902.3% |
| All | +7,015.2% | +73.5% | +6,941.7% | +3,347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling