+2,761.7%
AVGO vs UEC
+939.6%
+1,822.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -0.1% |
| 7D | +1.0% | -4.3% | +5.3% | +1.8% |
| 30D | -13.3% | -3.8% | -9.4% | -13.0% |
| 3M | -2.9% | +17.0% | -19.9% | -6.0% |
| 6M | +5.7% | -23.9% | +29.6% | +8.7% |
| YTD | +4.6% | -5.7% | +10.3% | +2.6% |
| 1Y | -1.6% | -12.5% | +10.9% | -3.3% |
| 3Y | +336.2% | +136.5% | +199.7% | +252.0% |
| 5Y | +695.6% | +243.3% | +452.3% | +460.4% |
| All | +2,761.7% | +939.6% | +1,822.1% | +1,375.5% |
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