-1.6%
AVGO vs UEC
-8.9%
+7.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | +0.1% |
| 7D | +1.0% | -4.3% | +5.3% | +2.0% |
| 30D | -13.3% | -3.8% | -9.4% | -13.0% |
| 3M | -2.9% | +17.0% | -19.9% | -6.9% |
| 6M | +5.7% | -23.9% | +29.6% | +8.5% |
| YTD | +4.6% | -5.7% | +10.3% | -0.3% |
| 1Y | -1.6% | -12.5% | +10.9% | -4.7% |
| All | -1.6% | -8.9% | +7.2% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling